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 0.56% 7.06 CHF 7.10 CHF 18,400 18,400 18,400 18,400 131,932 CHF 132,668 CHF 100.00% 100.00%
10/05/2024 0.43% 7.18 CHF 7.21 CHF 19,300 19,300 19,331 19,331 135,979 CHF 136,559 CHF 100.00% 100.00%
08/05/2024 0.47% 6.70 CHF 6.73 CHF 21,700 21,700 21,837 21,837 140,259 CHF 140,914 CHF 99.24% 99.24%
07/05/2024 0.52% 5.96 CHF 5.99 CHF 23,100 23,100 23,099 23,099 133,552 CHF 134,245 CHF 95.30% 95.30%
06/05/2024 0.49% 5.73 CHF 5.76 CHF 22,700 22,700 22,462 22,462 136,819 CHF 137,492 CHF 100.00% 100.00%
03/05/2024 0.50% 5.88 CHF 5.91 CHF 22,500 22,500 22,431 22,431 134,202 CHF 134,875 CHF 99.93% 99.93%
02/05/2024 0.51% 5.85 CHF 5.88 CHF 22,100 22,100 22,096 22,096 130,048 CHF 130,711 CHF 99.95% 99.95%
30/04/2024 0.48% 6.08 CHF 6.11 CHF 21,900 21,900 21,891 21,891 136,337 CHF 136,994 CHF 99.99% 99.99%
29/04/2024 0.48% 6.06 CHF 6.09 CHF 21,200 21,200 21,200 21,200 132,283 CHF 132,919 CHF 99.99% 99.99%
26/04/2024 0.47% 6.33 CHF 6.36 CHF 21,900 21,900 21,882 21,882 138,670 CHF 139,327 CHF 98.63% 98.63%

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