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
14/05/2024 0.09% 19.84 CHF 19.85 CHF 45,000 45,000 20,336 20,336 403,798 CHF 404,107 CHF 99.99% 99.99%
13/05/2024 0.09% 20.04 CHF 20.05 CHF 45,000 45,000 19,950 19,950 402,946 CHF 403,248 CHF 100.00% 100.00%
10/05/2024 0.09% 20.27 CHF 20.28 CHF 44,000 44,000 19,763 19,763 406,416 CHF 406,716 CHF 99.94% 99.94%
08/05/2024 0.09% 20.36 CHF 20.37 CHF 44,000 44,000 19,538 19,538 397,445 CHF 397,743 CHF 98.97% 98.97%
07/05/2024 0.09% 20.56 CHF 20.57 CHF 44,000 44,000 19,773 19,773 403,849 CHF 404,149 CHF 99.67% 99.67%
06/05/2024 0.09% 20.11 CHF 20.12 CHF 45,000 45,000 20,525 20,525 409,733 CHF 410,045 CHF 99.98% 99.98%
03/05/2024 0.09% 19.95 CHF 19.96 CHF 45,000 45,000 20,392 20,392 406,094 CHF 406,404 CHF 99.01% 99.01%
02/05/2024 0.09% 19.48 CHF 19.49 CHF 45,000 45,000 20,857 20,857 402,856 CHF 403,174 CHF 99.38% 99.38%
30/04/2024 0.09% 19.05 CHF 19.06 CHF 46,000 46,000 20,690 20,690 400,864 CHF 401,178 CHF 99.46% 99.46%
29/04/2024 0.09% 18.92 CHF 18.93 CHF 46,000 46,000 20,191 20,191 388,781 CHF 389,086 CHF 98.47% 98.47%

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