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
29/05/2024 0.07% 30.32 CHF 30.34 CHF 43,000 43,000 24,204 24,204 729,627 CHF 730,113 CHF 99.89% 99.89%
28/05/2024 0.07% 30.26 CHF 30.28 CHF 43,000 43,000 23,905 23,905 727,812 CHF 728,292 CHF 98.34% 98.34%
27/05/2024 0.07% 30.04 CHF 30.06 CHF 22,000 22,000 19,851 19,851 595,164 CHF 595,561 CHF 99.18% 99.18%
24/05/2024 0.07% 30.10 CHF 30.12 CHF 43,000 43,000 24,423 24,423 728,960 CHF 729,450 CHF 100.00% 100.00%
23/05/2024 0.07% 29.99 CHF 30.01 CHF 44,000 44,000 24,335 24,335 733,965 CHF 734,454 CHF 99.96% 99.96%
22/05/2024 0.07% 30.51 CHF 30.53 CHF 43,000 43,000 24,142 24,142 736,402 CHF 736,886 CHF 100.00% 100.00%
21/05/2024 0.07% 30.41 CHF 30.43 CHF 43,000 43,000 24,272 24,272 733,959 CHF 734,446 CHF 99.53% 99.53%
17/05/2024 0.07% 29.87 CHF 29.89 CHF 44,000 44,000 24,474 24,474 732,060 CHF 732,550 CHF 100.00% 100.00%
16/05/2024 0.07% 29.81 CHF 29.83 CHF 44,000 44,000 24,422 24,422 727,666 CHF 728,156 CHF 100.00% 100.00%
15/05/2024 0.07% 29.76 CHF 29.78 CHF 44,000 44,000 24,450 24,450 720,287 CHF 720,779 CHF 100.00% 100.00%

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