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 0.18% 10.98 CHF 11.00 CHF 23,000 23,000 22,983 22,983 251,338 CHF 251,798 CHF 100.00% 100.00%
15/05/2024 0.18% 10.83 CHF 10.85 CHF 23,000 23,000 22,955 22,955 248,960 CHF 249,420 CHF 100.00% 100.00%
14/05/2024 0.19% 10.77 CHF 10.79 CHF 23,000 23,000 23,974 23,974 255,173 CHF 255,652 CHF 99.98% 99.98%
13/05/2024 0.19% 10.71 CHF 10.73 CHF 24,000 24,000 24,000 24,000 256,933 CHF 257,413 CHF 100.00% 100.00%
10/05/2024 0.19% 10.70 CHF 10.72 CHF 24,000 24,000 24,000 24,000 257,007 CHF 257,487 CHF 100.00% 100.00%
08/05/2024 0.19% 10.52 CHF 10.54 CHF 24,000 24,000 24,000 24,000 253,097 CHF 253,577 CHF 99.08% 99.08%
07/05/2024 0.19% 10.54 CHF 10.56 CHF 24,000 24,000 23,991 23,991 252,497 CHF 252,977 CHF 99.94% 99.94%
06/05/2024 0.19% 10.37 CHF 10.39 CHF 24,000 24,000 24,000 24,000 248,822 CHF 249,302 CHF 100.00% 100.00%
03/05/2024 0.20% 10.18 CHF 10.20 CHF 25,000 25,000 24,934 24,934 253,760 CHF 254,259 CHF 99.97% 99.97%
02/05/2024 0.20% 10.02 CHF 10.04 CHF 25,000 25,000 25,000 25,000 252,430 CHF 252,930 CHF 99.99% 99.99%

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