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 0.26% 7.03 CHF 7.04 CHF 37,100 37,100 20,456 20,456 144,230 CHF 144,560 CHF 99.57% 99.57%
15/05/2024 0.27% 6.88 CHF 6.89 CHF 39,000 39,000 21,908 21,908 145,911 CHF 146,265 CHF 100.00% 100.00%
14/05/2024 0.28% 6.48 CHF 6.49 CHF 41,300 41,300 22,850 22,850 146,645 CHF 147,012 CHF 99.66% 99.66%
13/05/2024 0.27% 6.42 CHF 6.43 CHF 41,000 41,000 22,081 22,081 144,927 CHF 145,279 CHF 99.85% 99.85%
10/05/2024 0.28% 6.41 CHF 6.42 CHF 41,700 41,700 23,016 23,016 148,080 CHF 148,449 CHF 100.00% 100.00%
08/05/2024 0.29% 6.31 CHF 6.32 CHF 42,500 42,500 23,278 23,278 144,986 CHF 145,362 CHF 99.15% 99.15%
07/05/2024 0.28% 6.36 CHF 6.37 CHF 41,200 41,200 22,715 22,715 145,217 CHF 145,582 CHF 100.00% 100.00%
06/05/2024 0.29% 6.19 CHF 6.20 CHF 43,200 43,200 23,833 23,833 145,417 CHF 145,800 CHF 100.00% 100.00%
03/05/2024 0.32% 5.93 CHF 5.94 CHF 46,000 46,000 25,858 25,858 148,919 CHF 149,337 CHF 99.92% 99.92%
02/05/2024 0.32% 5.56 CHF 5.57 CHF 48,700 48,700 26,679 26,679 148,572 CHF 149,001 CHF 99.98% 99.98%

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