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 0.05% 19.50 CHF 19.51 CHF 250,000 250,000 249,795 249,795 4,847,070 CHF 4,849,570 CHF 100.00% 100.00%
15/05/2024 0.05% 19.21 CHF 19.22 CHF 250,000 250,000 249,524 249,524 4,731,090 CHF 4,733,590 CHF 99.94% 99.94%
14/05/2024 0.05% 18.81 CHF 18.82 CHF 250,000 250,000 249,955 249,955 4,683,550 CHF 4,686,050 CHF 99.82% 99.82%
13/05/2024 0.05% 18.75 CHF 18.76 CHF 250,000 250,000 250,000 250,000 4,680,050 CHF 4,682,550 CHF 100.00% 100.00%
10/05/2024 0.05% 18.62 CHF 18.63 CHF 250,000 250,000 250,000 250,000 4,673,950 CHF 4,676,450 CHF 99.99% 99.99%
08/05/2024 0.05% 18.58 CHF 18.59 CHF 250,000 250,000 249,956 249,956 4,631,730 CHF 4,634,230 CHF 96.64% 96.64%
07/05/2024 0.05% 18.64 CHF 18.65 CHF 250,000 250,000 249,859 249,859 4,629,010 CHF 4,631,510 CHF 98.43% 98.43%
06/05/2024 0.05% 18.33 CHF 18.34 CHF 250,000 250,000 250,000 250,000 4,559,610 CHF 4,562,110 CHF 100.00% 100.00%
03/05/2024 0.06% 17.98 CHF 17.99 CHF 250,000 250,000 250,000 250,000 4,464,150 CHF 4,466,650 CHF 99.88% 99.88%
02/05/2024 0.06% 17.52 CHF 17.53 CHF 250,000 250,000 250,000 250,000 4,375,710 CHF 4,378,210 CHF 99.58% 99.58%

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