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 0.03% 66.15 CHF 66.17 CHF 22,000 22,000 10,113 10,113 653,955 CHF 654,158 CHF 97.49% 97.49%
14/05/2024 0.03% 63.59 CHF 63.61 CHF 23,000 23,000 10,157 10,157 642,360 CHF 642,563 CHF 98.05% 98.05%
13/05/2024 0.03% 63.33 CHF 63.35 CHF 23,000 23,000 10,267 10,267 648,705 CHF 648,910 CHF 97.22% 97.22%
10/05/2024 0.03% 63.03 CHF 63.05 CHF 23,000 23,000 9,943 9,943 627,804 CHF 628,004 CHF 97.00% 97.00%
08/05/2024 0.03% 63.44 CHF 63.46 CHF 23,000 23,000 9,922 9,922 630,260 CHF 630,459 CHF 96.73% 96.73%
07/05/2024 0.03% 63.46 CHF 63.48 CHF 23,000 23,000 10,040 10,040 639,071 CHF 639,272 CHF 94.52% 94.52%
06/05/2024 0.03% 64.08 CHF 64.10 CHF 23,000 23,000 10,041 10,041 633,686 CHF 633,887 CHF 98.39% 98.39%
03/05/2024 0.03% 61.25 CHF 61.27 CHF 24,000 24,000 10,427 10,427 635,435 CHF 635,644 CHF 91.91% 91.91%
02/05/2024 0.03% 59.96 CHF 59.98 CHF 25,000 25,000 10,713 10,713 636,898 CHF 637,112 CHF 91.94% 91.94%
30/04/2024 0.03% 61.70 CHF 61.72 CHF 24,000 24,000 10,864 10,864 672,074 CHF 672,292 CHF 95.48% 95.48%

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