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
22/05/2024 0.54% 27.75 CHF 27.90 CHF 5,600 5,600 5,594 5,594 156,407 CHF 157,247 CHF 100.00% 100.00%
21/05/2024 0.54% 28.15 CHF 28.30 CHF 5,600 5,600 5,599 5,599 154,921 CHF 155,761 CHF 98.95% 98.95%
17/05/2024 0.54% 27.75 CHF 27.90 CHF 5,700 5,700 5,700 5,700 159,040 CHF 159,895 CHF 99.33% 99.33%
16/05/2024 0.38% 27.10 CHF 27.20 CHF 6,300 6,300 6,391 6,391 167,017 CHF 167,657 CHF 100.00% 100.00%
15/05/2024 0.42% 24.05 CHF 24.15 CHF 6,500 6,500 6,483 6,483 156,154 CHF 156,804 CHF 100.00% 100.00%
14/05/2024 0.43% 23.92 CHF 24.02 CHF 6,400 6,400 6,493 6,493 151,881 CHF 152,531 CHF 99.67% 99.67%
13/05/2024 0.41% 24.27 CHF 24.37 CHF 6,300 6,300 6,300 6,300 154,368 CHF 154,998 CHF 100.00% 100.00%
10/05/2024 0.40% 24.80 CHF 24.90 CHF 6,400 6,400 6,400 6,400 158,264 CHF 158,904 CHF 100.00% 100.00%
08/05/2024 0.41% 24.50 CHF 24.60 CHF 6,600 6,600 6,591 6,591 159,489 CHF 160,148 CHF 99.08% 99.08%
07/05/2024 0.39% 23.69 CHF 23.78 CHF 6,900 6,900 6,900 6,900 160,852 CHF 161,473 CHF 99.93% 99.93%

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