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
13/05/2024 0.08% 22.13 CHF 22.14 CHF 45,000 45,000 19,948 19,948 444,556 CHF 444,857 CHF 100.00% 100.00%
10/05/2024 0.08% 22.35 CHF 22.36 CHF 44,000 44,000 19,773 19,773 447,897 CHF 448,197 CHF 99.98% 99.98%
08/05/2024 0.08% 22.45 CHF 22.46 CHF 44,000 44,000 19,537 19,537 438,286 CHF 438,585 CHF 98.97% 98.97%
07/05/2024 0.08% 22.64 CHF 22.65 CHF 44,000 44,000 19,776 19,776 445,162 CHF 445,462 CHF 99.67% 99.67%
06/05/2024 0.08% 22.19 CHF 22.20 CHF 45,000 45,000 20,524 20,524 452,436 CHF 452,749 CHF 99.98% 99.98%
03/05/2024 0.08% 22.03 CHF 22.04 CHF 45,000 45,000 20,414 20,414 449,030 CHF 449,340 CHF 98.85% 98.85%
02/05/2024 0.08% 21.58 CHF 21.59 CHF 45,000 45,000 20,860 20,860 446,623 CHF 446,941 CHF 99.40% 99.40%
30/04/2024 0.08% 21.17 CHF 21.18 CHF 46,000 46,000 20,691 20,691 444,333 CHF 444,647 CHF 99.46% 99.46%
29/04/2024 0.08% 21.01 CHF 21.02 CHF 46,000 46,000 20,186 20,186 430,958 CHF 431,262 CHF 98.45% 98.45%
26/04/2024 0.09% 20.89 CHF 20.90 CHF 46,000 46,000 20,545 20,545 428,201 CHF 428,510 CHF 99.20% 99.20%

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