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
29/05/2024 0.49% 10.35 CHF 10.40 CHF 21,000 21,000 20,803 20,803 215,197 CHF 216,238 CHF 99.97% 99.97%
28/05/2024 0.49% 10.40 CHF 10.45 CHF 21,000 21,000 20,798 20,798 214,190 CHF 215,231 CHF 97.81% 97.81%
27/05/2024 0.49% 10.30 CHF 10.35 CHF 21,000 21,000 20,804 20,804 213,683 CHF 214,724 CHF 100.00% 100.00%
24/05/2024 0.49% 10.25 CHF 10.30 CHF 21,000 21,000 20,790 20,790 212,407 CHF 213,448 CHF 93.96% 93.96%
23/05/2024 0.28% 10.10 CHF 10.15 CHF 21,000 21,000 20,800 20,800 207,489 CHF 208,071 CHF 99.17% 99.17%
22/05/2024 0.46% 10.20 CHF 10.25 CHF 21,000 21,000 20,803 20,803 209,279 CHF 210,232 CHF 100.00% 100.00%
21/05/2024 0.10% 9.80 CHF 9.81 CHF 20,000 20,000 19,812 19,812 192,903 CHF 193,101 CHF 99.61% 99.61%
17/05/2024 0.10% 9.67 CHF 9.68 CHF 20,000 20,000 19,812 19,812 192,058 CHF 192,256 CHF 100.00% 100.00%
16/05/2024 0.10% 9.83 CHF 9.84 CHF 20,000 20,000 19,813 19,813 193,942 CHF 194,143 CHF 96.97% 96.97%
15/05/2024 0.47% 10.60 CHF 10.65 CHF 21,000 21,000 20,802 20,802 222,001 CHF 223,043 CHF 100.00% 100.00%

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