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
15/05/2024 0.07% 15.73 CHF 15.74 CHF 52,000 52,000 29,468 29,468 459,189 CHF 459,485 CHF 100.00% 100.00%
14/05/2024 0.07% 15.47 CHF 15.48 CHF 54,000 54,000 29,984 29,984 462,717 CHF 463,018 CHF 99.82% 99.82%
13/05/2024 0.07% 15.43 CHF 15.44 CHF 54,000 54,000 29,172 29,172 452,948 CHF 453,240 CHF 100.00% 100.00%
10/05/2024 0.07% 15.41 CHF 15.42 CHF 54,000 54,000 29,986 29,986 462,778 CHF 463,078 CHF 99.99% 99.99%
08/05/2024 0.07% 15.36 CHF 15.37 CHF 54,000 54,000 29,764 29,764 455,307 CHF 455,605 CHF 99.15% 99.15%
07/05/2024 0.07% 15.37 CHF 15.38 CHF 54,000 54,000 29,958 29,958 461,207 CHF 461,507 CHF 100.00% 100.00%
06/05/2024 0.07% 15.23 CHF 15.24 CHF 54,000 54,000 29,983 29,983 454,214 CHF 454,515 CHF 100.00% 100.00%
03/05/2024 0.07% 15.00 CHF 15.01 CHF 54,000 54,000 30,642 30,642 455,928 CHF 456,235 CHF 99.92% 99.92%
02/05/2024 0.07% 14.79 CHF 14.80 CHF 56,000 56,000 30,945 30,945 457,714 CHF 458,024 CHF 99.99% 99.99%
30/04/2024 0.07% 14.84 CHF 14.85 CHF 54,000 54,000 29,956 29,956 447,644 CHF 447,944 CHF 99.99% 99.99%

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