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 0.09% 11.38 CHF 11.39 CHF 138,700 138,700 138,616 138,616 1,561,000 CHF 1,562,390 CHF 99.99% 99.99%
15/05/2024 0.10% 10.92 CHF 10.93 CHF 150,000 150,000 149,611 149,611 1,554,790 CHF 1,556,290 CHF 99.90% 99.90%
14/05/2024 0.10% 10.00 CHF 10.01 CHF 155,000 155,000 154,987 154,987 1,536,680 CHF 1,538,230 CHF 99.70% 99.70%
13/05/2024 0.10% 9.96 CHF 9.97 CHF 154,200 154,200 154,200 154,200 1,545,130 CHF 1,546,680 CHF 100.00% 100.00%
10/05/2024 0.10% 9.84 CHF 9.85 CHF 156,000 156,000 156,000 156,000 1,564,500 CHF 1,566,060 CHF 99.99% 99.99%
08/05/2024 0.11% 9.39 CHF 9.40 CHF 161,400 161,400 160,470 160,470 1,499,960 CHF 1,501,570 CHF 99.67% 99.67%
07/05/2024 0.11% 9.53 CHF 9.54 CHF 162,800 162,800 162,738 162,738 1,526,280 CHF 1,527,910 CHF 99.69% 99.69%
06/05/2024 0.11% 8.98 CHF 8.99 CHF 173,900 173,900 173,900 173,900 1,539,310 CHF 1,541,050 CHF 100.00% 100.00%
03/05/2024 0.12% 8.32 CHF 8.33 CHF 188,900 188,900 188,900 188,900 1,552,180 CHF 1,554,070 CHF 99.96% 99.96%
02/05/2024 0.13% 7.69 CHF 7.70 CHF 200,700 200,700 200,700 200,700 1,544,620 CHF 1,546,620 CHF 99.58% 99.58%

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