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 0.07% 26.30 CHF 26.31 CHF 45,000 45,000 20,281 20,281 533,907 CHF 534,216 CHF 99.25% 99.25%
13/05/2024 0.07% 26.51 CHF 26.52 CHF 45,000 45,000 19,939 19,939 531,506 CHF 531,808 CHF 99.97% 99.97%
10/05/2024 0.07% 26.72 CHF 26.73 CHF 44,000 44,000 19,668 19,668 531,506 CHF 531,806 CHF 99.46% 99.46%
08/05/2024 0.07% 26.83 CHF 26.84 CHF 44,000 44,000 19,524 19,524 523,460 CHF 523,758 CHF 98.55% 98.55%
07/05/2024 0.07% 27.01 CHF 27.02 CHF 44,000 44,000 19,695 19,695 529,375 CHF 529,674 CHF 99.34% 99.34%
06/05/2024 0.07% 26.55 CHF 26.56 CHF 45,000 45,000 20,419 20,419 539,148 CHF 539,460 CHF 99.54% 99.54%
03/05/2024 0.07% 26.38 CHF 26.39 CHF 45,000 45,000 20,123 20,123 530,328 CHF 530,636 CHF 97.72% 97.72%
02/05/2024 0.07% 25.97 CHF 25.98 CHF 45,000 45,000 20,095 20,095 518,529 CHF 518,843 CHF 96.21% 96.21%
30/04/2024 0.07% 25.58 CHF 25.59 CHF 46,000 46,000 20,690 20,690 535,245 CHF 535,560 CHF 99.04% 99.04%
29/04/2024 0.07% 25.39 CHF 25.40 CHF 46,000 46,000 19,896 19,896 512,078 CHF 512,381 CHF 97.20% 97.20%

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