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 0.29% 6.69 CHF 6.71 CHF 74,700 74,700 74,655 74,655 513,688 CHF 515,182 CHF 100.00% 100.00%
15/05/2024 0.29% 7.06 CHF 7.08 CHF 77,500 77,500 77,298 77,298 529,681 CHF 531,231 CHF 99.93% 99.93%
14/05/2024 0.30% 6.80 CHF 6.82 CHF 77,500 77,500 77,496 77,496 517,345 CHF 518,895 CHF 99.72% 99.72%
13/05/2024 0.30% 6.75 CHF 6.77 CHF 77,200 77,200 77,200 77,200 517,457 CHF 519,001 CHF 100.00% 100.00%
10/05/2024 0.29% 6.68 CHF 6.70 CHF 81,400 81,400 81,400 81,400 554,471 CHF 556,099 CHF 100.00% 100.00%
08/05/2024 0.33% 6.07 CHF 6.09 CHF 88,800 88,800 88,789 88,789 537,243 CHF 539,019 CHF 99.67% 99.67%
07/05/2024 0.18% 5.81 CHF 5.82 CHF 98,100 98,100 98,076 98,076 541,580 CHF 542,561 CHF 99.68% 99.68%
06/05/2024 0.20% 5.18 CHF 5.19 CHF 104,800 104,800 104,800 104,800 535,444 CHF 536,492 CHF 100.00% 100.00%
03/05/2024 0.21% 4.80 CHF 4.81 CHF 110,300 110,300 110,300 110,300 532,870 CHF 533,973 CHF 99.86% 99.86%
02/05/2024 0.21% 4.64 CHF 4.65 CHF 104,200 104,200 104,200 104,200 486,966 CHF 488,008 CHF 99.55% 99.55%

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