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 0.43% 11.80 CHF 11.85 CHF 30,000 30,000 29,718 29,718 346,380 CHF 347,868 CHF 100.00% 100.00%
14/05/2024 0.44% 11.55 CHF 11.60 CHF 30,000 30,000 29,862 29,862 342,649 CHF 344,143 CHF 98.82% 98.82%
13/05/2024 0.44% 11.45 CHF 11.50 CHF 30,000 30,000 29,719 29,719 341,061 CHF 342,549 CHF 100.00% 100.00%
10/05/2024 0.44% 11.45 CHF 11.50 CHF 30,000 30,000 29,719 29,718 338,732 CHF 340,218 CHF 100.00% 100.00%
08/05/2024 0.45% 11.10 CHF 11.15 CHF 30,000 30,000 29,718 29,717 329,947 CHF 331,432 CHF 100.00% 100.00%
07/05/2024 0.46% 11.00 CHF 11.05 CHF 30,000 30,000 29,719 29,718 323,332 CHF 324,804 CHF 100.00% 100.00%
06/05/2024 0.47% 10.60 CHF 10.65 CHF 30,000 30,000 29,719 29,719 316,022 CHF 317,507 CHF 100.00% 100.00%
03/05/2024 0.48% 10.50 CHF 10.55 CHF 30,000 30,000 29,944 29,879 313,861 CHF 314,671 CHF 98.28% 98.28%
02/05/2024 0.48% 10.35 CHF 10.40 CHF 30,000 30,000 29,719 29,718 310,353 CHF 311,836 CHF 100.00% 100.00%
30/04/2024 0.48% 10.50 CHF 10.55 CHF 30,000 30,000 29,718 29,718 313,818 CHF 315,306 CHF 99.77% 99.77%

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