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 0.29% 17.60 CHF 17.65 CHF 5,000 5,000 4,953 4,953 86,792 CHF 87,040 CHF 100.00% 100.00%
15/05/2024 0.30% 17.30 CHF 17.35 CHF 5,000 5,000 4,953 4,953 84,548 CHF 84,796 CHF 99.99% 99.99%
14/05/2024 0.30% 16.90 CHF 16.95 CHF 5,000 5,000 4,955 4,955 83,475 CHF 83,723 CHF 99.76% 99.76%
13/05/2024 0.30% 16.85 CHF 16.90 CHF 5,000 5,000 4,953 4,953 83,373 CHF 83,615 CHF 100.00% 100.00%
10/05/2024 0.30% 16.70 CHF 16.75 CHF 5,000 5,000 4,959 4,959 83,351 CHF 83,600 CHF 99.39% 99.39%
08/05/2024 0.30% 16.70 CHF 16.75 CHF 5,000 5,000 4,968 4,968 82,700 CHF 82,949 CHF 99.73% 99.73%
07/05/2024 0.30% 16.75 CHF 16.80 CHF 5,000 5,000 4,950 4,950 82,355 CHF 82,603 CHF 99.76% 99.76%
06/05/2024 0.31% 16.45 CHF 16.50 CHF 5,000 5,000 4,951 4,951 80,985 CHF 81,233 CHF 98.51% 98.51%
03/05/2024 0.31% 16.10 CHF 16.15 CHF 5,000 5,000 4,977 4,977 79,455 CHF 79,704 CHF 96.35% 96.35%
02/05/2024 0.32% 15.60 CHF 15.65 CHF 5,000 5,000 4,969 4,969 77,574 CHF 77,822 CHF 99.51% 99.51%

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