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
14/05/2024 0.06% 29.85 CHF 29.86 CHF 45,000 45,000 20,336 20,336 607,647 CHF 607,956 CHF 99.98% 99.98%
13/05/2024 0.06% 30.07 CHF 30.08 CHF 45,000 45,000 19,948 19,948 602,667 CHF 602,968 CHF 100.00% 100.00%
10/05/2024 0.06% 30.28 CHF 30.29 CHF 44,000 44,000 19,765 19,765 604,352 CHF 604,652 CHF 99.94% 99.94%
08/05/2024 0.06% 30.39 CHF 30.40 CHF 44,000 44,000 19,533 19,533 593,199 CHF 593,497 CHF 99.04% 99.04%
07/05/2024 0.06% 30.56 CHF 30.57 CHF 44,000 44,000 19,776 19,776 601,794 CHF 602,094 CHF 99.67% 99.67%
06/05/2024 0.06% 30.10 CHF 30.11 CHF 45,000 45,000 20,523 20,523 614,565 CHF 614,878 CHF 99.97% 99.97%
03/05/2024 0.06% 29.92 CHF 29.93 CHF 45,000 45,000 20,391 20,391 609,652 CHF 609,962 CHF 99.03% 99.03%
02/05/2024 0.06% 29.54 CHF 29.55 CHF 45,000 45,000 20,854 20,854 612,519 CHF 612,837 CHF 99.37% 99.37%
30/04/2024 0.06% 29.16 CHF 29.17 CHF 46,000 46,000 20,704 20,704 609,509 CHF 609,823 CHF 99.07% 99.07%
29/04/2024 0.06% 28.95 CHF 28.96 CHF 46,000 46,000 20,185 20,185 591,366 CHF 591,671 CHF 98.44% 98.44%

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