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 0.42% 95.20 CHF 95.60 CHF 7,900 7,900 7,848 7,848 746,772 CHF 749,913 CHF 100.00% 100.00%
15/05/2024 0.43% 95.00 CHF 95.40 CHF 7,900 7,900 7,894 7,894 744,442 CHF 747,602 CHF 100.00% 100.00%
14/05/2024 0.42% 94.40 CHF 94.80 CHF 7,900 7,900 7,900 7,900 747,850 CHF 751,010 CHF 98.92% 98.92%
13/05/2024 0.42% 94.40 CHF 94.80 CHF 7,900 7,900 7,900 7,900 747,961 CHF 751,121 CHF 100.00% 100.00%
10/05/2024 0.42% 94.60 CHF 95.00 CHF 7,900 7,900 7,916 7,916 746,465 CHF 749,631 CHF 100.00% 100.00%
08/05/2024 0.43% 93.40 CHF 93.80 CHF 8,000 8,000 8,069 8,069 748,854 CHF 752,082 CHF 98.26% 98.26%
07/05/2024 0.44% 91.60 CHF 92.00 CHF 8,200 8,200 8,195 8,195 747,053 CHF 750,331 CHF 99.80% 99.80%
06/05/2024 0.43% 91.00 CHF 91.40 CHF 8,200 8,200 8,121 8,121 746,649 CHF 749,897 CHF 100.00% 100.00%
03/05/2024 0.44% 91.40 CHF 91.80 CHF 8,200 8,200 8,166 8,166 748,349 CHF 751,615 CHF 99.99% 99.99%
02/05/2024 0.44% 91.40 CHF 91.80 CHF 8,200 8,200 8,199 8,199 749,284 CHF 752,564 CHF 100.00% 100.00%

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