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
16/05/2024 0.17% 6.03 CHF 6.04 CHF 100,000 100,000 99,060 99,060 600,881 CHF 601,873 CHF 100.00% 100.00%
15/05/2024 0.17% 6.06 CHF 6.07 CHF 100,000 100,000 99,096 99,094 589,054 CHF 590,038 CHF 99.80% 99.80%
14/05/2024 0.17% 5.81 CHF 5.82 CHF 100,000 100,000 99,340 99,340 572,954 CHF 573,948 CHF 99.55% 99.55%
13/05/2024 0.18% 5.70 CHF 5.71 CHF 100,000 100,000 99,062 99,062 569,966 CHF 570,958 CHF 100.00% 100.00%
10/05/2024 0.17% 5.93 CHF 5.94 CHF 100,000 100,000 99,062 99,062 593,712 CHF 594,703 CHF 100.00% 100.00%
08/05/2024 0.18% 5.51 CHF 5.52 CHF 100,000 100,000 99,054 99,054 544,710 CHF 545,702 CHF 100.00% 100.00%
07/05/2024 0.18% 5.53 CHF 5.54 CHF 100,000 100,000 99,064 99,064 547,899 CHF 548,891 CHF 100.00% 100.00%
06/05/2024 0.18% 5.59 CHF 5.60 CHF 100,000 100,000 99,052 99,052 551,028 CHF 552,020 CHF 98.86% 98.86%
03/05/2024 0.19% 5.32 CHF 5.33 CHF 100,000 100,000 99,438 99,438 534,577 CHF 535,572 CHF 96.65% 96.65%
02/05/2024 0.19% 5.45 CHF 5.46 CHF 100,000 100,000 99,060 99,060 538,405 CHF 539,397 CHF 99.82% 99.82%

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