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
22/05/2024 12.49% 0.08 CHF 0.09 CHF 1,510,100 1,510,100 1,503,870 1,503,870 112,907 CHF 127,946 CHF 100.00% 100.00%
21/05/2024 11.76% 0.08 CHF 0.09 CHF 1,500,200 1,500,200 1,492,820 1,492,820 119,681 CHF 134,621 CHF 100.00% 100.00%
17/05/2024 11.81% 0.08 CHF 0.09 CHF 1,513,800 1,513,800 1,507,520 1,507,520 120,140 CHF 135,215 CHF 99.33% 99.33%
16/05/2024 11.78% 0.08 CHF 0.09 CHF 1,460,900 1,460,900 1,453,570 1,453,570 116,286 CHF 130,834 CHF 100.00% 100.00%
15/05/2024 11.28% 0.09 CHF 0.10 CHF 1,485,000 1,485,000 1,474,990 1,474,990 124,020 CHF 138,809 CHF 100.00% 100.00%
14/05/2024 11.79% 0.08 CHF 0.09 CHF 1,513,300 1,513,300 1,507,030 1,507,030 120,302 CHF 135,373 CHF 99.69% 99.69%
13/05/2024 11.93% 0.08 CHF 0.09 CHF 1,533,300 1,533,300 1,536,080 1,536,080 121,141 CHF 136,502 CHF 100.00% 100.00%
10/05/2024 11.68% 0.08 CHF 0.09 CHF 1,578,600 1,578,600 1,430,480 1,430,480 115,370 CHF 129,675 CHF 100.00% 100.00%
08/05/2024 11.19% 0.09 CHF 0.10 CHF 1,412,000 1,412,000 1,405,950 1,405,950 118,648 CHF 132,709 CHF 99.14% 99.14%
07/05/2024 11.11% 0.09 CHF 0.10 CHF 1,462,200 1,462,200 1,456,080 1,456,080 123,767 CHF 138,328 CHF 99.63% 99.63%

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