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 0.10% 9.76 CHF 9.77 CHF 300,000 300,000 299,758 299,758 2,930,840 CHF 2,933,840 CHF 100.00% 100.00%
15/05/2024 0.11% 9.68 CHF 9.69 CHF 300,000 300,000 299,428 299,428 2,860,860 CHF 2,863,860 CHF 99.89% 99.89%
14/05/2024 0.11% 9.45 CHF 9.46 CHF 300,000 300,000 299,965 299,965 2,811,470 CHF 2,814,470 CHF 99.79% 99.79%
13/05/2024 0.11% 9.37 CHF 9.38 CHF 300,000 300,000 300,000 300,000 2,812,500 CHF 2,815,500 CHF 100.00% 100.00%
10/05/2024 0.11% 9.34 CHF 9.35 CHF 300,000 300,000 300,000 300,000 2,791,850 CHF 2,794,850 CHF 100.00% 100.00%
08/05/2024 0.11% 9.03 CHF 9.04 CHF 300,000 300,000 300,000 300,000 2,701,820 CHF 2,704,820 CHF 99.77% 99.77%
07/05/2024 0.11% 8.90 CHF 8.91 CHF 300,000 300,000 299,852 299,852 2,633,700 CHF 2,636,700 CHF 96.14% 96.14%
06/05/2024 0.12% 8.51 CHF 8.52 CHF 300,000 300,000 300,000 300,000 2,562,340 CHF 2,565,340 CHF 100.00% 100.00%
03/05/2024 0.12% 8.40 CHF 8.41 CHF 300,000 300,000 300,000 300,000 2,517,220 CHF 2,520,220 CHF 99.88% 99.88%
02/05/2024 0.12% 8.26 CHF 8.27 CHF 300,000 300,000 300,000 300,000 2,505,860 CHF 2,508,860 CHF 99.55% 99.55%

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