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 0.11% 9.38 CHF 9.39 CHF 300,000 300,000 299,758 299,758 2,815,850 CHF 2,818,850 CHF 100.00% 100.00%
15/05/2024 0.11% 9.29 CHF 9.30 CHF 300,000 300,000 299,426 299,426 2,745,950 CHF 2,748,950 CHF 99.89% 99.89%
14/05/2024 0.11% 9.07 CHF 9.08 CHF 300,000 300,000 299,964 299,964 2,696,530 CHF 2,699,530 CHF 99.80% 99.80%
13/05/2024 0.11% 8.99 CHF 9.00 CHF 300,000 300,000 300,000 300,000 2,697,280 CHF 2,700,280 CHF 100.00% 100.00%
10/05/2024 0.11% 8.96 CHF 8.97 CHF 300,000 300,000 300,000 300,000 2,676,290 CHF 2,679,290 CHF 100.00% 100.00%
08/05/2024 0.12% 8.65 CHF 8.66 CHF 300,000 300,000 300,000 300,000 2,586,760 CHF 2,589,760 CHF 99.77% 99.77%
07/05/2024 0.12% 8.52 CHF 8.53 CHF 300,000 300,000 299,853 299,853 2,518,680 CHF 2,521,680 CHF 96.14% 96.14%
06/05/2024 0.12% 8.13 CHF 8.14 CHF 300,000 300,000 300,000 300,000 2,447,240 CHF 2,450,240 CHF 100.00% 100.00%
03/05/2024 0.12% 8.01 CHF 8.02 CHF 300,000 300,000 300,000 300,000 2,402,110 CHF 2,405,110 CHF 99.89% 99.89%
02/05/2024 0.13% 7.88 CHF 7.89 CHF 300,000 300,000 300,000 300,000 2,390,790 CHF 2,393,790 CHF 99.62% 99.62%

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