market maker quality

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
16/05/2024 0.05% 18.30 CHF 18.31 CHF 250,000 250,000 249,800 249,800 4,548,800 CHF 4,551,300 CHF 100.00% 100.00%
15/05/2024 0.06% 18.01 CHF 18.02 CHF 250,000 250,000 249,504 249,504 4,432,050 CHF 4,434,550 CHF 100.00% 100.00%
14/05/2024 0.06% 17.62 CHF 17.63 CHF 250,000 250,000 249,952 249,952 4,383,550 CHF 4,386,050 CHF 99.78% 99.78%
13/05/2024 0.06% 17.56 CHF 17.57 CHF 250,000 250,000 250,000 250,000 4,380,390 CHF 4,382,890 CHF 100.00% 100.00%
10/05/2024 0.06% 17.42 CHF 17.43 CHF 250,000 250,000 250,000 250,000 4,374,480 CHF 4,376,980 CHF 99.99% 99.99%
08/05/2024 0.06% 17.38 CHF 17.39 CHF 250,000 250,000 249,957 249,957 4,331,810 CHF 4,334,310 CHF 96.63% 96.63%
07/05/2024 0.06% 17.44 CHF 17.45 CHF 250,000 250,000 249,888 249,888 4,330,280 CHF 4,332,780 CHF 98.40% 98.40%
06/05/2024 0.06% 17.14 CHF 17.15 CHF 250,000 250,000 250,000 250,000 4,261,000 CHF 4,263,500 CHF 100.00% 100.00%
03/05/2024 0.06% 16.78 CHF 16.79 CHF 250,000 250,000 250,000 250,000 4,165,290 CHF 4,167,790 CHF 99.82% 99.82%
02/05/2024 0.06% 16.32 CHF 16.33 CHF 250,000 250,000 250,000 250,000 4,074,880 CHF 4,077,380 CHF 99.57% 99.57%

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