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 0.47% 10.70 CHF 10.80 CHF 30,000 30,000 30,000 30,000 321,150 CHF 322,650 CHF 60.11% 99.99%
15/05/2024 0.48% 10.60 CHF 10.65 CHF 30,000 30,000 29,718 29,718 311,924 CHF 313,411 CHF 100.00% 100.00%
14/05/2024 0.49% 10.40 CHF 10.45 CHF 30,000 30,000 29,816 29,816 307,568 CHF 309,058 CHF 98.94% 98.94%
13/05/2024 0.49% 10.30 CHF 10.35 CHF 30,000 30,000 29,719 29,719 306,545 CHF 308,033 CHF 100.00% 100.00%
10/05/2024 0.49% 10.30 CHF 10.35 CHF 30,000 30,000 29,719 29,719 304,428 CHF 305,915 CHF 100.00% 100.00%
08/05/2024 0.10% 9.98 CHF 9.99 CHF 30,000 30,000 29,716 29,715 295,904 CHF 296,199 CHF 100.00% 100.00%
07/05/2024 0.10% 9.86 CHF 9.87 CHF 30,000 30,000 29,719 29,718 289,399 CHF 289,682 CHF 100.00% 100.00%
06/05/2024 0.11% 9.47 CHF 9.48 CHF 30,000 30,000 29,719 29,719 282,145 CHF 282,443 CHF 100.00% 100.00%
03/05/2024 0.11% 9.35 CHF 9.36 CHF 30,000 30,000 29,942 29,863 279,752 CHF 279,312 CHF 97.27% 97.27%
02/05/2024 0.11% 9.21 CHF 9.22 CHF 30,000 30,000 29,717 29,717 276,444 CHF 276,741 CHF 99.57% 99.57%

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