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 0.12% 8.50 CHF 8.51 CHF 17,500 17,500 17,336 17,336 147,384 CHF 147,557 CHF 100.00% 100.00%
15/05/2024 0.12% 8.53 CHF 8.54 CHF 17,500 17,500 17,648 17,648 147,757 CHF 147,933 CHF 100.00% 100.00%
14/05/2024 0.12% 8.33 CHF 8.34 CHF 18,000 18,000 17,868 17,868 148,602 CHF 148,780 CHF 99.07% 99.07%
13/05/2024 0.12% 8.46 CHF 8.47 CHF 17,500 17,500 17,343 17,343 146,614 CHF 146,787 CHF 99.77% 99.77%
10/05/2024 0.12% 8.32 CHF 8.33 CHF 18,000 18,000 17,651 17,651 147,687 CHF 147,864 CHF 99.53% 99.53%
08/05/2024 0.12% 8.36 CHF 8.37 CHF 18,000 18,000 17,493 17,493 147,108 CHF 147,283 CHF 99.44% 99.44%
07/05/2024 0.12% 8.35 CHF 8.36 CHF 18,000 18,000 17,816 17,816 144,917 CHF 145,096 CHF 99.61% 99.61%
06/05/2024 0.13% 8.06 CHF 8.07 CHF 18,000 18,000 17,789 17,789 143,317 CHF 143,495 CHF 98.40% 98.40%
03/05/2024 0.12% 8.05 CHF 8.06 CHF 18,000 18,000 17,911 17,911 144,030 CHF 144,209 CHF 95.96% 95.96%
02/05/2024 0.13% 7.93 CHF 7.94 CHF 18,000 18,000 18,166 18,166 144,227 CHF 144,409 CHF 99.16% 99.16%

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