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 0.23% 17.30 CHF 17.34 CHF 3,200 3,200 3,187 3,187 54,899 CHF 55,026 CHF 99.96% 99.96%
13/05/2024 0.24% 16.29 CHF 16.33 CHF 3,200 3,200 3,187 3,187 52,215 CHF 52,343 CHF 100.00% 100.00%
10/05/2024 0.24% 16.53 CHF 16.57 CHF 3,400 3,400 3,386 3,386 55,256 CHF 55,392 CHF 100.00% 100.00%
08/05/2024 0.29% 14.00 CHF 14.04 CHF 3,800 3,800 3,783 3,783 52,352 CHF 52,504 CHF 99.24% 99.24%
07/05/2024 0.29% 13.89 CHF 13.93 CHF 4,000 4,000 3,997 3,997 54,295 CHF 54,454 CHF 97.06% 97.06%
06/05/2024 0.29% 12.74 CHF 12.77 CHF 4,200 4,200 4,187 4,187 53,972 CHF 54,129 CHF 100.00% 100.00%
03/05/2024 0.35% 12.98 CHF 13.03 CHF 4,100 4,100 4,048 4,048 52,693 CHF 52,877 CHF 99.83% 99.83%
02/05/2024 0.31% 12.91 CHF 12.95 CHF 4,300 4,300 4,252 4,252 54,991 CHF 55,161 CHF 99.97% 99.97%
30/04/2024 0.32% 12.04 CHF 12.08 CHF 4,200 4,200 4,181 4,181 52,554 CHF 52,721 CHF 99.98% 99.98%
29/04/2024 0.32% 12.68 CHF 12.72 CHF 4,500 4,500 4,481 4,481 55,313 CHF 55,492 CHF 99.99% 99.99%

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