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 0.08% 11.85 CHF 11.86 CHF 300,000 300,000 299,758 299,758 3,557,510 CHF 3,560,510 CHF 100.00% 100.00%
15/05/2024 0.09% 11.77 CHF 11.78 CHF 300,000 300,000 299,426 299,426 3,486,780 CHF 3,489,780 CHF 99.89% 99.89%
14/05/2024 0.09% 11.54 CHF 11.55 CHF 300,000 300,000 299,964 299,964 3,438,610 CHF 3,441,610 CHF 99.79% 99.79%
13/05/2024 0.09% 11.46 CHF 11.47 CHF 300,000 300,000 300,000 300,000 3,439,580 CHF 3,442,580 CHF 100.00% 100.00%
10/05/2024 0.09% 11.43 CHF 11.44 CHF 300,000 300,000 300,000 300,000 3,418,600 CHF 3,421,600 CHF 100.00% 100.00%
08/05/2024 0.09% 11.12 CHF 11.13 CHF 300,000 300,000 300,000 300,000 3,328,360 CHF 3,331,360 CHF 99.77% 99.77%
07/05/2024 0.09% 10.99 CHF 11.00 CHF 300,000 300,000 299,853 299,853 3,259,930 CHF 3,262,930 CHF 96.14% 96.14%
06/05/2024 0.09% 10.60 CHF 10.61 CHF 300,000 300,000 300,000 300,000 3,188,820 CHF 3,191,820 CHF 100.00% 100.00%
03/05/2024 0.10% 10.48 CHF 10.49 CHF 300,000 300,000 300,000 300,000 3,143,110 CHF 3,146,110 CHF 99.89% 99.89%
02/05/2024 0.10% 10.35 CHF 10.36 CHF 300,000 300,000 300,000 300,000 3,131,790 CHF 3,134,790 CHF 99.63% 99.63%

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