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 0.48% 10.55 CHF 10.60 CHF 30,000 30,000 29,719 29,719 313,333 CHF 314,820 CHF 100.00% 100.00%
15/05/2024 0.48% 10.50 CHF 10.55 CHF 30,000 30,000 29,718 29,718 309,886 CHF 311,373 CHF 100.00% 100.00%
14/05/2024 0.49% 10.35 CHF 10.40 CHF 30,000 30,000 29,681 29,681 306,630 CHF 308,114 CHF 99.44% 99.44%
13/05/2024 0.49% 10.35 CHF 10.40 CHF 30,000 30,000 29,719 29,719 307,308 CHF 308,796 CHF 100.00% 100.00%
10/05/2024 0.49% 10.30 CHF 10.35 CHF 30,000 30,000 29,811 29,728 306,944 CHF 307,583 CHF 99.96% 99.96%
08/05/2024 0.50% 10.15 CHF 10.20 CHF 30,000 30,000 29,718 29,718 301,630 CHF 303,116 CHF 100.00% 100.00%
07/05/2024 0.46% 10.10 CHF 10.15 CHF 30,000 30,000 29,719 29,718 298,179 CHF 299,516 CHF 100.00% 100.00%
06/05/2024 0.10% 9.91 CHF 9.92 CHF 30,000 30,000 29,718 29,718 295,056 CHF 295,352 CHF 99.90% 99.90%
03/05/2024 0.10% 9.85 CHF 9.86 CHF 30,000 30,000 29,853 29,852 294,066 CHF 294,364 CHF 97.80% 97.80%
02/05/2024 0.10% 9.79 CHF 9.80 CHF 30,000 30,000 29,878 29,790 293,679 CHF 293,111 CHF 99.73% 99.73%

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