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 0.41% 12.35 CHF 12.40 CHF 9,000 9,000 8,915 8,915 109,401 CHF 109,848 CHF 100.00% 100.00%
15/05/2024 0.41% 12.25 CHF 12.30 CHF 9,000 9,000 8,916 8,916 109,072 CHF 109,518 CHF 100.00% 100.00%
14/05/2024 0.42% 12.25 CHF 12.30 CHF 9,000 9,000 8,959 8,959 107,344 CHF 107,792 CHF 98.82% 98.82%
13/05/2024 0.44% 11.70 CHF 11.75 CHF 9,000 9,000 8,915 8,915 102,480 CHF 102,926 CHF 99.84% 99.84%
10/05/2024 0.44% 11.50 CHF 11.55 CHF 9,000 9,000 8,935 8,935 102,978 CHF 103,425 CHF 99.48% 99.48%
08/05/2024 0.43% 11.45 CHF 11.50 CHF 9,000 9,000 8,980 8,980 103,376 CHF 103,825 CHF 99.43% 99.43%
07/05/2024 0.45% 11.45 CHF 11.50 CHF 9,000 9,000 8,908 8,908 100,629 CHF 101,075 CHF 99.67% 99.67%
06/05/2024 0.45% 11.30 CHF 11.35 CHF 9,000 9,000 8,898 8,898 99,626 CHF 100,071 CHF 98.61% 98.61%
03/05/2024 0.46% 10.90 CHF 10.95 CHF 9,000 9,000 8,955 8,955 97,588 CHF 98,036 CHF 97.88% 97.88%
02/05/2024 0.46% 11.00 CHF 11.05 CHF 9,000 9,000 9,059 9,059 98,289 CHF 98,742 CHF 99.33% 99.33%

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