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 0.09% 10.77 CHF 10.78 CHF 300,000 300,000 299,764 299,764 3,233,160 CHF 3,236,160 CHF 100.00% 100.00%
15/05/2024 0.09% 10.68 CHF 10.69 CHF 300,000 300,000 299,417 299,417 3,162,700 CHF 3,165,700 CHF 99.89% 99.89%
14/05/2024 0.10% 10.46 CHF 10.47 CHF 300,000 300,000 299,966 299,966 3,114,040 CHF 3,117,040 CHF 99.80% 99.80%
13/05/2024 0.10% 10.38 CHF 10.39 CHF 300,000 300,000 300,000 300,000 3,114,910 CHF 3,117,910 CHF 100.00% 100.00%
10/05/2024 0.10% 10.35 CHF 10.36 CHF 300,000 300,000 300,000 300,000 3,093,930 CHF 3,096,930 CHF 100.00% 100.00%
08/05/2024 0.10% 10.04 CHF 10.05 CHF 300,000 300,000 300,000 300,000 3,004,350 CHF 3,007,350 CHF 99.77% 99.77%
07/05/2024 0.10% 9.91 CHF 9.92 CHF 300,000 300,000 299,852 299,852 2,936,070 CHF 2,939,070 CHF 96.14% 96.14%
06/05/2024 0.10% 9.52 CHF 9.53 CHF 300,000 300,000 300,000 300,000 2,864,820 CHF 2,867,820 CHF 100.00% 100.00%
03/05/2024 0.11% 9.40 CHF 9.41 CHF 300,000 300,000 300,000 300,000 2,819,100 CHF 2,822,100 CHF 99.89% 99.89%
02/05/2024 0.11% 9.27 CHF 9.28 CHF 300,000 300,000 300,000 300,000 2,807,800 CHF 2,810,800 CHF 99.56% 99.56%

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