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
17/05/2024 0.05% 20.70 CHF 20.71 CHF 250,000 250,000 250,000 250,000 5,180,920 CHF 5,183,420 CHF 100.00% 100.00%
16/05/2024 0.05% 20.79 CHF 20.80 CHF 250,000 250,000 249,873 249,873 5,170,900 CHF 5,173,400 CHF 100.00% 100.00%
15/05/2024 0.05% 20.50 CHF 20.51 CHF 250,000 250,000 249,519 249,519 5,053,440 CHF 5,055,940 CHF 100.00% 100.00%
14/05/2024 0.05% 20.11 CHF 20.12 CHF 250,000 250,000 249,953 249,953 5,007,340 CHF 5,009,840 CHF 99.81% 99.81%
13/05/2024 0.05% 20.05 CHF 20.06 CHF 250,000 250,000 250,000 250,000 5,003,510 CHF 5,006,010 CHF 100.00% 100.00%
10/05/2024 0.05% 19.91 CHF 19.92 CHF 250,000 250,000 250,000 250,000 4,997,340 CHF 4,999,840 CHF 99.99% 99.99%
08/05/2024 0.05% 19.87 CHF 19.88 CHF 250,000 250,000 249,955 249,955 4,955,490 CHF 4,957,990 CHF 96.63% 96.63%
07/05/2024 0.05% 19.93 CHF 19.94 CHF 250,000 250,000 249,888 249,888 4,952,680 CHF 4,955,180 CHF 98.40% 98.40%
06/05/2024 0.05% 19.62 CHF 19.63 CHF 250,000 250,000 250,000 250,000 4,882,060 CHF 4,884,560 CHF 100.00% 100.00%
03/05/2024 0.05% 19.26 CHF 19.27 CHF 250,000 250,000 250,000 250,000 4,786,790 CHF 4,789,290 CHF 99.85% 99.85%

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