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 0.10% 17.97 CHF 17.98 CHF 45,000 45,000 19,950 19,950 361,686 CHF 361,988 CHF 100.00% 100.00%
10/05/2024 0.10% 18.20 CHF 18.21 CHF 44,000 44,000 19,765 19,765 365,538 CHF 365,838 CHF 99.94% 99.94%
08/05/2024 0.10% 18.29 CHF 18.30 CHF 44,000 44,000 19,534 19,534 356,897 CHF 357,196 CHF 99.04% 99.04%
07/05/2024 0.10% 18.49 CHF 18.50 CHF 44,000 44,000 19,774 19,774 363,013 CHF 363,313 CHF 99.67% 99.67%
06/05/2024 0.10% 18.04 CHF 18.05 CHF 45,000 45,000 20,525 20,525 367,423 CHF 367,736 CHF 99.98% 99.98%
03/05/2024 0.10% 17.89 CHF 17.90 CHF 45,000 45,000 20,421 20,421 364,538 CHF 364,848 CHF 98.86% 98.86%
02/05/2024 0.10% 17.40 CHF 17.41 CHF 45,000 45,000 20,855 20,855 359,459 CHF 359,778 CHF 99.37% 99.37%
30/04/2024 0.10% 16.97 CHF 16.98 CHF 46,000 46,000 20,690 20,690 357,868 CHF 358,183 CHF 99.46% 99.46%
29/04/2024 0.10% 16.85 CHF 16.86 CHF 46,000 46,000 20,198 20,198 347,034 CHF 347,339 CHF 98.49% 98.49%
26/04/2024 0.11% 16.71 CHF 16.72 CHF 46,000 46,000 20,546 20,546 342,549 CHF 342,859 CHF 99.22% 99.22%

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