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 0.28% 18.05 CHF 18.10 CHF 5,000 5,000 4,953 4,953 89,146 CHF 89,394 CHF 100.00% 100.00%
15/05/2024 0.29% 17.80 CHF 17.85 CHF 5,000 5,000 4,953 4,953 86,929 CHF 87,177 CHF 100.00% 100.00%
14/05/2024 0.29% 17.40 CHF 17.45 CHF 5,000 5,000 4,969 4,969 86,106 CHF 86,355 CHF 99.55% 99.55%
13/05/2024 0.29% 17.35 CHF 17.40 CHF 5,000 5,000 4,953 4,953 85,732 CHF 85,980 CHF 100.00% 100.00%
10/05/2024 0.29% 17.20 CHF 17.25 CHF 5,000 5,000 4,960 4,960 85,677 CHF 85,926 CHF 99.38% 99.38%
08/05/2024 0.29% 17.15 CHF 17.20 CHF 5,000 5,000 4,968 4,968 85,043 CHF 85,292 CHF 99.71% 99.71%
07/05/2024 0.30% 17.20 CHF 17.25 CHF 5,000 5,000 4,950 4,950 84,683 CHF 84,931 CHF 99.75% 99.75%
06/05/2024 0.30% 16.90 CHF 16.95 CHF 5,000 5,000 4,947 4,947 83,267 CHF 83,515 CHF 98.45% 98.45%
03/05/2024 0.31% 16.55 CHF 16.60 CHF 5,000 5,000 4,978 4,978 81,837 CHF 82,086 CHF 97.84% 97.84%
02/05/2024 0.31% 16.10 CHF 16.15 CHF 5,000 5,000 4,969 4,969 79,931 CHF 80,180 CHF 99.49% 99.49%

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