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 0.09% 19.59 CHF 19.60 CHF 45,000 45,000 19,933 19,933 393,554 CHF 393,856 CHF 99.94% 99.94%
10/05/2024 0.09% 19.81 CHF 19.82 CHF 44,000 44,000 19,690 19,690 395,979 CHF 396,278 CHF 99.55% 99.55%
08/05/2024 0.09% 19.91 CHF 19.92 CHF 44,000 44,000 19,521 19,521 388,272 CHF 388,571 CHF 98.67% 98.67%
07/05/2024 0.09% 20.10 CHF 20.11 CHF 44,000 44,000 19,708 19,708 393,587 CHF 393,886 CHF 99.39% 99.39%
06/05/2024 0.09% 19.66 CHF 19.67 CHF 45,000 45,000 20,423 20,423 398,520 CHF 398,833 CHF 99.56% 99.56%
03/05/2024 0.09% 19.50 CHF 19.51 CHF 45,000 45,000 20,152 20,152 392,169 CHF 392,478 CHF 97.88% 97.88%
02/05/2024 0.10% 19.03 CHF 19.04 CHF 45,000 45,000 20,227 20,227 381,521 CHF 381,836 CHF 96.72% 96.72%
30/04/2024 0.09% 18.60 CHF 18.61 CHF 46,000 46,000 20,693 20,693 391,553 CHF 391,867 CHF 99.06% 99.06%
29/04/2024 0.10% 18.47 CHF 18.48 CHF 46,000 46,000 19,912 19,912 374,453 CHF 374,756 CHF 97.27% 97.27%
26/04/2024 0.10% 18.34 CHF 18.35 CHF 46,000 46,000 20,389 20,389 373,164 CHF 373,473 CHF 97.80% 97.80%

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