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 0.12% 8.01 CHF 8.02 CHF 300,000 300,000 299,756 299,756 2,405,040 CHF 2,408,040 CHF 100.00% 100.00%
15/05/2024 0.13% 7.92 CHF 7.93 CHF 300,000 300,000 299,425 299,425 2,335,650 CHF 2,338,650 CHF 99.90% 99.90%
14/05/2024 0.13% 7.70 CHF 7.71 CHF 300,000 300,000 299,964 299,964 2,285,570 CHF 2,288,570 CHF 99.81% 99.81%
13/05/2024 0.13% 7.62 CHF 7.63 CHF 300,000 300,000 300,000 300,000 2,286,480 CHF 2,289,480 CHF 100.00% 100.00%
10/05/2024 0.13% 7.59 CHF 7.60 CHF 300,000 300,000 300,000 300,000 2,266,060 CHF 2,269,060 CHF 100.00% 100.00%
08/05/2024 0.14% 7.28 CHF 7.29 CHF 300,000 300,000 300,000 300,000 2,176,320 CHF 2,179,320 CHF 99.77% 99.77%
07/05/2024 0.14% 7.15 CHF 7.16 CHF 300,000 300,000 299,854 299,854 2,108,510 CHF 2,111,510 CHF 96.15% 96.15%
06/05/2024 0.15% 6.76 CHF 6.77 CHF 300,000 300,000 300,000 300,000 2,036,860 CHF 2,039,860 CHF 100.00% 100.00%
03/05/2024 0.15% 6.65 CHF 6.66 CHF 300,000 300,000 300,000 300,000 1,992,000 CHF 1,995,000 CHF 99.87% 99.87%
02/05/2024 0.15% 6.51 CHF 6.52 CHF 300,000 300,000 300,000 300,000 1,980,680 CHF 1,983,680 CHF 99.63% 99.63%

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