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
15/05/2024 0.33% 15.45 CHF 15.50 CHF 30,000 30,000 29,718 29,718 454,980 CHF 456,467 CHF 100.00% 100.00%
14/05/2024 0.33% 15.20 CHF 15.25 CHF 30,000 30,000 29,862 29,862 451,724 CHF 453,215 CHF 98.82% 98.82%
13/05/2024 0.33% 15.15 CHF 15.20 CHF 30,000 30,000 29,719 29,719 449,589 CHF 451,076 CHF 100.00% 100.00%
10/05/2024 0.34% 15.10 CHF 15.15 CHF 30,000 30,000 29,718 29,718 447,203 CHF 448,691 CHF 100.00% 100.00%
08/05/2024 0.34% 14.75 CHF 14.80 CHF 30,000 30,000 29,718 29,718 438,363 CHF 439,851 CHF 100.00% 100.00%
07/05/2024 0.35% 14.65 CHF 14.70 CHF 30,000 30,000 29,719 29,718 431,681 CHF 433,148 CHF 100.00% 100.00%
06/05/2024 0.35% 14.25 CHF 14.30 CHF 30,000 30,000 29,719 29,719 424,396 CHF 425,882 CHF 100.00% 100.00%
03/05/2024 0.36% 14.15 CHF 14.20 CHF 30,000 30,000 29,699 29,699 419,538 CHF 421,024 CHF 99.28% 99.28%
02/05/2024 0.36% 14.00 CHF 14.05 CHF 30,000 30,000 29,718 29,718 418,574 CHF 420,062 CHF 100.00% 100.00%
30/04/2024 0.36% 14.15 CHF 14.20 CHF 30,000 30,000 29,718 29,718 422,138 CHF 423,626 CHF 99.93% 99.93%

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