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 0.15% 6.68 CHF 6.69 CHF 300,000 100,000 300,000 100,000 1,993,260 CHF 665,418 CHF 98.39% 98.39%
28/05/2024 0.15% 6.63 CHF 6.64 CHF 300,000 100,000 300,000 100,000 1,998,230 CHF 667,076 CHF 99.34% 99.34%
27/05/2024 0.15% 6.66 CHF 6.67 CHF 300,000 100,000 300,000 100,000 1,997,960 CHF 666,987 CHF 98.65% 98.65%
24/05/2024 0.15% 6.73 CHF 6.74 CHF 300,000 100,000 300,000 100,000 1,960,300 CHF 654,434 CHF 99.34% 99.34%
23/05/2024 0.15% 6.53 CHF 6.54 CHF 300,000 100,000 300,000 100,000 1,976,120 CHF 659,707 CHF 96.05% 96.05%
22/05/2024 0.15% 6.61 CHF 6.62 CHF 300,000 100,000 300,000 100,000 1,943,910 CHF 648,971 CHF 99.27% 99.27%
21/05/2024 0.15% 6.45 CHF 6.46 CHF 300,000 100,000 300,000 100,000 1,941,150 CHF 648,049 CHF 95.14% 95.14%
17/05/2024 0.15% 6.51 CHF 6.52 CHF 300,000 100,000 300,000 100,000 1,962,040 CHF 655,013 CHF 99.32% 99.32%
16/05/2024 0.15% 6.58 CHF 6.59 CHF 300,000 100,000 300,000 100,000 1,987,050 CHF 663,349 CHF 99.32% 99.32%
15/05/2024 0.15% 6.54 CHF 6.55 CHF 300,000 100,000 300,000 100,000 1,954,530 CHF 652,509 CHF 99.30% 99.30%

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