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 0.44% 11.50 CHF 11.55 CHF 30,000 30,000 29,718 29,718 338,120 CHF 339,607 CHF 100.00% 100.00%
14/05/2024 0.45% 11.25 CHF 11.30 CHF 30,000 30,000 29,789 29,788 333,474 CHF 334,963 CHF 99.04% 99.04%
13/05/2024 0.45% 11.20 CHF 11.25 CHF 30,000 30,000 29,719 29,719 332,627 CHF 334,114 CHF 100.00% 100.00%
10/05/2024 0.45% 11.15 CHF 11.20 CHF 30,000 30,000 29,719 29,719 330,469 CHF 331,956 CHF 100.00% 100.00%
08/05/2024 0.47% 10.85 CHF 10.90 CHF 30,000 30,000 29,718 29,718 321,435 CHF 322,922 CHF 100.00% 100.00%
07/05/2024 0.48% 10.70 CHF 10.75 CHF 30,000 30,000 29,719 29,718 315,008 CHF 316,481 CHF 100.00% 100.00%
06/05/2024 0.49% 10.35 CHF 10.40 CHF 30,000 30,000 29,719 29,719 307,758 CHF 309,244 CHF 100.00% 100.00%
03/05/2024 0.49% 10.20 CHF 10.25 CHF 30,000 30,000 29,883 29,808 304,870 CHF 305,591 CHF 98.88% 98.88%
02/05/2024 0.50% 10.10 CHF 10.15 CHF 30,000 30,000 29,718 29,718 301,997 CHF 303,484 CHF 100.00% 100.00%
30/04/2024 0.49% 10.20 CHF 10.25 CHF 30,000 30,000 29,718 29,718 305,673 CHF 307,160 CHF 99.84% 99.84%

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