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 0.04% 22.95 CHF 22.96 CHF 250,000 250,000 249,867 249,867 5,708,890 CHF 5,711,390 CHF 100.00% 100.00%
15/05/2024 0.04% 22.65 CHF 22.66 CHF 250,000 250,000 249,513 249,513 5,591,720 CHF 5,594,220 CHF 99.97% 99.97%
14/05/2024 0.05% 22.27 CHF 22.28 CHF 250,000 250,000 249,952 249,952 5,548,070 CHF 5,550,570 CHF 99.81% 99.81%
13/05/2024 0.05% 22.21 CHF 22.22 CHF 250,000 250,000 250,000 250,000 5,543,650 CHF 5,546,150 CHF 100.00% 100.00%
10/05/2024 0.05% 22.07 CHF 22.08 CHF 250,000 250,000 250,000 250,000 5,537,280 CHF 5,539,780 CHF 100.00% 100.00%
08/05/2024 0.05% 22.04 CHF 22.05 CHF 250,000 250,000 249,957 249,957 5,496,240 CHF 5,498,740 CHF 96.64% 96.64%
07/05/2024 0.05% 22.09 CHF 22.10 CHF 250,000 250,000 249,891 249,891 5,492,220 CHF 5,494,720 CHF 98.40% 98.40%
06/05/2024 0.05% 21.78 CHF 21.79 CHF 250,000 250,000 250,000 250,000 5,420,380 CHF 5,422,880 CHF 100.00% 100.00%
03/05/2024 0.05% 21.41 CHF 21.42 CHF 250,000 250,000 250,000 250,000 5,325,560 CHF 5,328,060 CHF 99.83% 99.83%
02/05/2024 0.05% 20.99 CHF 21.00 CHF 250,000 250,000 250,000 250,000 5,242,590 CHF 5,245,090 CHF 99.57% 99.57%

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