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 0.18% 5.66 CHF 5.67 CHF 250,000 250,000 249,793 249,802 1,421,950 CHF 1,424,500 CHF 100.00% 100.00%
15/05/2024 0.18% 5.68 CHF 5.69 CHF 250,000 250,000 249,517 249,517 1,389,550 CHF 1,392,050 CHF 99.83% 99.83%
14/05/2024 0.19% 5.43 CHF 5.44 CHF 250,000 250,000 249,949 249,949 1,347,220 CHF 1,349,720 CHF 99.89% 99.89%
13/05/2024 0.19% 5.32 CHF 5.33 CHF 250,000 250,000 250,000 250,000 1,344,140 CHF 1,346,640 CHF 99.45% 99.45%
10/05/2024 0.18% 5.55 CHF 5.56 CHF 250,000 250,000 249,996 250,000 1,404,390 CHF 1,406,910 CHF 100.00% 100.00%
08/05/2024 0.20% 5.13 CHF 5.14 CHF 250,000 250,000 249,945 249,945 1,280,320 CHF 1,282,820 CHF 99.29% 99.29%
07/05/2024 0.19% 5.15 CHF 5.16 CHF 250,000 250,000 249,847 249,847 1,287,560 CHF 1,290,060 CHF 100.00% 100.00%
06/05/2024 0.19% 5.21 CHF 5.22 CHF 250,000 250,000 250,000 250,000 1,296,830 CHF 1,299,330 CHF 100.00% 100.00%
03/05/2024 0.20% 4.95 CHF 4.96 CHF 250,000 250,000 250,000 250,000 1,250,370 CHF 1,252,870 CHF 98.18% 98.18%
02/05/2024 0.20% 5.08 CHF 5.09 CHF 250,000 250,000 250,000 250,000 1,264,500 CHF 1,267,000 CHF 99.98% 99.98%

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