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
17/05/2024 0.17% 6.06 CHF 6.07 CHF 250,000 250,000 250,000 250,000 1,478,440 CHF 1,480,940 CHF 100.00% 100.00%
16/05/2024 0.17% 5.77 CHF 5.78 CHF 250,000 250,000 249,797 249,797 1,450,490 CHF 1,452,990 CHF 100.00% 100.00%
15/05/2024 0.18% 5.80 CHF 5.81 CHF 250,000 250,000 249,499 249,499 1,418,090 CHF 1,420,590 CHF 99.83% 99.83%
14/05/2024 0.18% 5.54 CHF 5.55 CHF 250,000 250,000 249,950 249,950 1,376,080 CHF 1,378,580 CHF 99.87% 99.87%
13/05/2024 0.18% 5.43 CHF 5.44 CHF 250,000 250,000 250,000 250,000 1,373,000 CHF 1,375,500 CHF 99.45% 99.45%
10/05/2024 0.17% 5.67 CHF 5.68 CHF 250,000 250,000 250,000 250,000 1,433,280 CHF 1,435,780 CHF 100.00% 100.00%
08/05/2024 0.19% 5.25 CHF 5.26 CHF 250,000 250,000 249,943 249,943 1,309,260 CHF 1,311,760 CHF 99.29% 99.29%
07/05/2024 0.19% 5.27 CHF 5.28 CHF 250,000 250,000 249,850 249,850 1,316,430 CHF 1,318,930 CHF 100.00% 100.00%
06/05/2024 0.19% 5.33 CHF 5.34 CHF 250,000 250,000 250,000 250,000 1,325,580 CHF 1,328,080 CHF 100.00% 100.00%
03/05/2024 0.20% 5.06 CHF 5.07 CHF 250,000 250,000 250,000 250,000 1,279,030 CHF 1,281,530 CHF 98.18% 98.18%

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