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 0.11% 8.78 CHF 8.79 CHF 300,000 300,000 299,757 299,757 2,637,500 CHF 2,640,500 CHF 100.00% 100.00%
15/05/2024 0.12% 8.70 CHF 8.71 CHF 300,000 300,000 299,430 299,430 2,567,830 CHF 2,570,830 CHF 99.90% 99.90%
14/05/2024 0.12% 8.47 CHF 8.48 CHF 300,000 300,000 299,964 299,964 2,518,010 CHF 2,521,010 CHF 99.81% 99.81%
13/05/2024 0.12% 8.39 CHF 8.40 CHF 300,000 300,000 300,000 300,000 2,519,080 CHF 2,522,080 CHF 100.00% 100.00%
10/05/2024 0.12% 8.37 CHF 8.38 CHF 300,000 300,000 300,000 300,000 2,498,440 CHF 2,501,440 CHF 100.00% 100.00%
08/05/2024 0.12% 8.05 CHF 8.06 CHF 300,000 300,000 300,000 300,000 2,408,450 CHF 2,411,450 CHF 99.77% 99.77%
07/05/2024 0.13% 7.93 CHF 7.94 CHF 300,000 300,000 299,855 299,855 2,340,640 CHF 2,343,640 CHF 96.15% 96.15%
06/05/2024 0.13% 7.53 CHF 7.54 CHF 300,000 300,000 300,000 300,000 2,269,170 CHF 2,272,170 CHF 100.00% 100.00%
03/05/2024 0.13% 7.42 CHF 7.43 CHF 300,000 300,000 300,000 300,000 2,224,150 CHF 2,227,150 CHF 99.91% 99.91%
02/05/2024 0.14% 7.29 CHF 7.30 CHF 300,000 300,000 300,000 300,000 2,212,820 CHF 2,215,820 CHF 99.61% 99.61%

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