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 0.15% 6.75 CHF 6.76 CHF 12,100 12,100 12,066 12,066 81,182 CHF 81,303 CHF 100.00% 100.00%
15/05/2024 0.16% 6.25 CHF 6.26 CHF 12,400 12,400 12,173 12,173 76,857 CHF 76,979 CHF 99.65% 99.65%
14/05/2024 0.16% 6.28 CHF 6.29 CHF 12,300 12,300 12,248 12,248 75,597 CHF 75,719 CHF 99.35% 99.35%
13/05/2024 0.15% 6.37 CHF 6.38 CHF 11,500 11,500 11,481 11,481 74,388 CHF 74,503 CHF 100.00% 100.00%
10/05/2024 0.15% 6.76 CHF 6.77 CHF 12,500 12,500 12,448 12,448 82,790 CHF 82,914 CHF 100.00% 100.00%
08/05/2024 0.18% 5.56 CHF 5.57 CHF 15,100 15,100 15,114 15,114 82,284 CHF 82,435 CHF 98.98% 98.98%
07/05/2024 0.21% 5.01 CHF 5.02 CHF 16,100 16,100 16,287 16,287 77,784 CHF 77,947 CHF 99.70% 99.70%
06/05/2024 0.22% 4.68 CHF 4.69 CHF 17,700 17,700 17,935 17,935 81,214 CHF 81,394 CHF 100.00% 100.00%
03/05/2024 0.23% 4.23 CHF 4.24 CHF 17,400 17,400 17,054 17,054 75,160 CHF 75,331 CHF 99.76% 99.76%
02/05/2024 0.21% 4.58 CHF 4.59 CHF 16,700 16,700 16,505 16,505 77,449 CHF 77,614 CHF 100.00% 100.00%

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