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% 21.08 CHF 21.09 CHF 45,000 45,000 19,951 19,951 423,741 CHF 424,042 CHF 100.00% 100.00%
10/05/2024 0.08% 21.31 CHF 21.32 CHF 44,000 44,000 19,764 19,764 427,044 CHF 427,344 CHF 99.94% 99.94%
08/05/2024 0.08% 21.40 CHF 21.41 CHF 44,000 44,000 19,537 19,537 417,844 CHF 418,142 CHF 98.97% 98.97%
07/05/2024 0.08% 21.60 CHF 21.61 CHF 44,000 44,000 19,775 19,775 424,501 CHF 424,801 CHF 99.67% 99.67%
06/05/2024 0.09% 21.15 CHF 21.16 CHF 45,000 45,000 20,525 20,525 431,050 CHF 431,363 CHF 99.98% 99.98%
03/05/2024 0.09% 20.99 CHF 21.00 CHF 45,000 45,000 20,400 20,400 427,461 CHF 427,771 CHF 99.05% 99.05%
02/05/2024 0.09% 20.53 CHF 20.54 CHF 45,000 45,000 20,856 20,856 424,645 CHF 424,963 CHF 99.38% 99.38%
30/04/2024 0.09% 20.11 CHF 20.12 CHF 46,000 46,000 20,690 20,690 422,558 CHF 422,873 CHF 99.46% 99.46%
29/04/2024 0.09% 19.97 CHF 19.98 CHF 46,000 46,000 20,190 20,190 409,891 CHF 410,195 CHF 98.47% 98.47%
26/04/2024 0.09% 19.84 CHF 19.85 CHF 46,000 46,000 20,551 20,551 406,781 CHF 407,090 CHF 99.23% 99.23%

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