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 0.48% 10.70 CHF 10.75 CHF 9,000 9,000 8,916 8,916 94,460 CHF 94,907 CHF 100.00% 100.00%
15/05/2024 0.48% 10.55 CHF 10.60 CHF 9,000 9,000 8,916 8,916 94,108 CHF 94,554 CHF 100.00% 100.00%
14/05/2024 0.49% 10.55 CHF 10.60 CHF 9,000 9,000 8,915 8,915 91,861 CHF 92,307 CHF 99.30% 99.30%
13/05/2024 0.21% 10.00 CHF 10.05 CHF 9,000 9,000 8,915 8,915 87,616 CHF 87,801 CHF 99.84% 99.84%
10/05/2024 0.20% 9.84 CHF 9.86 CHF 9,000 9,000 8,931 8,931 88,060 CHF 88,239 CHF 99.34% 99.34%
08/05/2024 0.20% 9.77 CHF 9.79 CHF 9,000 9,000 8,982 8,982 88,474 CHF 88,654 CHF 99.41% 99.41%
07/05/2024 0.21% 9.77 CHF 9.79 CHF 9,000 9,000 8,908 8,908 85,829 CHF 86,007 CHF 99.70% 99.70%
06/05/2024 0.21% 9.61 CHF 9.63 CHF 9,000 9,000 8,904 8,904 84,866 CHF 85,044 CHF 98.41% 98.41%
03/05/2024 0.22% 9.22 CHF 9.24 CHF 9,000 9,000 8,907 8,907 82,282 CHF 82,460 CHF 96.87% 96.87%
02/05/2024 0.22% 9.36 CHF 9.38 CHF 9,000 9,000 9,056 9,056 83,227 CHF 83,408 CHF 98.82% 98.82%

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