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 0.12% 8.16 CHF 8.17 CHF 151,900 151,900 151,806 151,806 1,224,120 CHF 1,225,640 CHF 100.00% 100.00%
15/05/2024 0.14% 7.77 CHF 7.78 CHF 167,800 167,800 167,362 167,362 1,223,050 CHF 1,224,730 CHF 99.90% 99.90%
14/05/2024 0.14% 6.97 CHF 6.98 CHF 175,100 175,100 175,086 175,086 1,207,000 CHF 1,208,750 CHF 99.70% 99.70%
13/05/2024 0.14% 6.93 CHF 6.94 CHF 174,000 174,000 174,000 174,000 1,215,510 CHF 1,217,250 CHF 100.00% 100.00%
10/05/2024 0.14% 6.83 CHF 6.84 CHF 176,600 176,600 176,600 176,600 1,234,820 CHF 1,236,580 CHF 99.99% 99.99%
08/05/2024 0.16% 6.45 CHF 6.46 CHF 184,400 184,400 183,351 183,351 1,175,410 CHF 1,177,260 CHF 99.67% 99.67%
07/05/2024 0.16% 6.57 CHF 6.58 CHF 186,500 186,500 186,433 186,433 1,200,670 CHF 1,202,540 CHF 99.68% 99.68%
06/05/2024 0.17% 6.11 CHF 6.12 CHF 202,800 202,800 202,800 202,800 1,218,010 CHF 1,220,040 CHF 100.00% 100.00%
03/05/2024 0.18% 5.57 CHF 5.58 CHF 225,300 225,300 225,300 225,300 1,235,910 CHF 1,238,170 CHF 99.89% 99.89%
02/05/2024 0.20% 5.05 CHF 5.06 CHF 243,400 243,400 243,400 243,400 1,231,370 CHF 1,233,810 CHF 99.55% 99.55%

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