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
14/05/2024 0.06% 16.51 CHF 16.52 CHF 250,000 250,000 249,951 249,951 4,116,140 CHF 4,118,640 CHF 99.73% 99.73%
13/05/2024 0.06% 16.49 CHF 16.50 CHF 250,000 250,000 250,000 250,000 4,130,140 CHF 4,132,640 CHF 100.00% 100.00%
10/05/2024 0.06% 16.42 CHF 16.43 CHF 250,000 250,000 250,000 250,000 4,132,840 CHF 4,135,340 CHF 99.99% 99.99%
08/05/2024 0.06% 16.16 CHF 16.17 CHF 250,000 250,000 249,956 249,956 4,033,050 CHF 4,035,550 CHF 99.67% 99.67%
07/05/2024 0.06% 16.23 CHF 16.24 CHF 250,000 250,000 249,884 249,884 4,033,110 CHF 4,035,610 CHF 99.73% 99.73%
06/05/2024 0.06% 15.86 CHF 15.87 CHF 250,000 250,000 250,000 250,000 3,941,700 CHF 3,944,200 CHF 100.00% 100.00%
03/05/2024 0.07% 15.39 CHF 15.40 CHF 250,000 250,000 250,000 250,000 3,832,730 CHF 3,835,230 CHF 99.59% 99.59%
02/05/2024 0.07% 15.01 CHF 15.02 CHF 250,000 250,000 250,000 250,000 3,751,300 CHF 3,753,800 CHF 99.53% 99.53%
30/04/2024 0.06% 15.41 CHF 15.42 CHF 250,000 250,000 249,809 249,809 3,892,880 CHF 3,895,380 CHF 99.99% 99.99%
29/04/2024 0.06% 15.60 CHF 15.61 CHF 250,000 250,000 249,961 249,961 3,904,440 CHF 3,906,940 CHF 99.60% 99.60%

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