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 0.08% 13.06 CHF 13.07 CHF 66,000 66,000 29,731 29,731 376,490 CHF 376,788 CHF 99.82% 99.82%
15/05/2024 0.09% 12.29 CHF 12.30 CHF 70,000 70,000 30,696 30,696 369,597 CHF 369,905 CHF 99.96% 99.96%
14/05/2024 0.09% 11.78 CHF 11.79 CHF 72,000 72,000 32,247 32,247 376,033 CHF 376,356 CHF 99.93% 99.93%
13/05/2024 0.09% 11.88 CHF 11.89 CHF 72,000 72,000 31,565 31,565 372,365 CHF 372,681 CHF 99.99% 99.99%
10/05/2024 0.09% 11.75 CHF 11.76 CHF 73,000 73,000 31,408 31,408 374,204 CHF 374,519 CHF 100.00% 100.00%
08/05/2024 0.09% 11.90 CHF 11.91 CHF 72,000 72,000 30,946 30,946 370,869 CHF 371,179 CHF 99.04% 99.04%
07/05/2024 0.08% 12.22 CHF 12.23 CHF 70,000 70,000 30,633 30,633 370,527 CHF 370,834 CHF 99.54% 99.54%
06/05/2024 0.09% 12.07 CHF 12.08 CHF 71,000 71,000 30,778 30,778 368,093 CHF 368,401 CHF 99.76% 99.76%
03/05/2024 0.09% 11.36 CHF 11.37 CHF 75,000 75,000 32,716 32,716 371,296 CHF 371,624 CHF 99.68% 99.68%
02/05/2024 0.09% 11.19 CHF 11.20 CHF 76,000 76,000 32,573 32,573 364,340 CHF 364,666 CHF 99.73% 99.73%

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