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
23/05/2024 4.87% 0.11 CHF 0.11 CHF 2,232,700 2,232,700 2,232,200 2,232,200 224,014 CHF 235,177 CHF 100.00% 100.00%
22/05/2024 4.40% 0.11 CHF 0.12 CHF 1,982,600 1,982,600 1,982,600 1,982,600 220,296 CHF 230,209 CHF 100.00% 100.00%
21/05/2024 4.77% 0.11 CHF 0.11 CHF 2,134,800 2,134,800 2,134,790 2,134,790 218,717 CHF 229,391 CHF 99.53% 99.53%
17/05/2024 4.55% 0.11 CHF 0.12 CHF 2,051,500 2,051,500 2,051,500 2,051,500 220,518 CHF 230,776 CHF 100.00% 100.00%
16/05/2024 4.66% 0.11 CHF 0.12 CHF 2,114,500 2,114,500 2,112,580 2,112,580 221,871 CHF 232,443 CHF 100.00% 100.00%
15/05/2024 4.18% 0.12 CHF 0.12 CHF 1,852,900 1,852,900 1,848,220 1,848,220 217,857 CHF 227,122 CHF 100.00% 100.00%
14/05/2024 4.13% 0.12 CHF 0.12 CHF 1,839,800 1,839,800 1,839,790 1,839,790 217,986 CHF 227,185 CHF 99.32% 99.32%
13/05/2024 3.92% 0.13 CHF 0.13 CHF 1,763,400 1,763,400 1,763,400 1,763,400 220,298 CHF 229,115 CHF 100.00% 100.00%
10/05/2024 4.13% 0.12 CHF 0.13 CHF 1,783,400 1,783,400 1,783,400 1,783,400 211,646 CHF 220,563 CHF 100.00% 100.00%
08/05/2024 4.06% 0.12 CHF 0.13 CHF 1,770,000 1,770,000 1,770,000 1,770,000 213,366 CHF 222,216 CHF 99.77% 99.77%

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