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 0.37% 5.39 CHF 5.41 CHF 20,500 20,500 20,311 20,311 109,396 CHF 109,803 CHF 100.00% 100.00%
15/05/2024 0.37% 5.39 CHF 5.41 CHF 20,500 20,500 21,118 21,118 114,079 CHF 114,502 CHF 100.00% 100.00%
14/05/2024 0.37% 5.41 CHF 5.43 CHF 21,500 21,500 21,402 21,402 115,799 CHF 116,227 CHF 99.44% 99.44%
13/05/2024 0.37% 5.40 CHF 5.42 CHF 21,000 21,000 21,326 21,326 115,387 CHF 115,813 CHF 99.69% 99.69%
10/05/2024 0.37% 5.43 CHF 5.45 CHF 22,500 22,500 22,428 22,428 121,840 CHF 122,289 CHF 99.73% 99.73%
08/05/2024 0.37% 5.44 CHF 5.46 CHF 23,000 23,000 22,979 22,979 125,101 CHF 125,561 CHF 99.46% 99.46%
07/05/2024 0.37% 5.44 CHF 5.46 CHF 23,000 23,000 22,743 22,743 123,794 CHF 124,249 CHF 100.00% 100.00%
06/05/2024 0.19% 5.48 CHF 5.49 CHF 24,500 24,500 24,445 24,445 134,001 CHF 134,254 CHF 98.55% 98.55%
03/05/2024 0.27% 5.46 CHF 5.48 CHF 24,000 24,000 24,016 24,016 131,350 CHF 131,705 CHF 98.48% 98.48%
02/05/2024 0.26% 5.46 CHF 5.48 CHF 24,000 24,000 24,233 24,233 132,603 CHF 132,943 CHF 99.51% 99.51%

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