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% 10.12 CHF 10.13 CHF 100,000 100,000 100,000 100,000 1,018,930 CHF 1,019,930 CHF 98.94% 98.94%
15/05/2024 0.10% 10.28 CHF 10.29 CHF 100,000 100,000 97,933 97,933 999,064 CHF 1,000,050 CHF 98.05% 98.05%
14/05/2024 0.10% 10.13 CHF 10.14 CHF 100,000 100,000 100,000 100,000 1,009,780 CHF 1,010,780 CHF 97.90% 97.90%
13/05/2024 0.10% 10.13 CHF 10.14 CHF 100,000 100,000 100,000 100,000 1,011,060 CHF 1,012,060 CHF 99.99% 99.99%
10/05/2024 0.10% 10.12 CHF 10.13 CHF 100,000 100,000 100,000 100,000 1,015,990 CHF 1,016,990 CHF 98.51% 98.51%
08/05/2024 0.10% 9.88 CHF 9.89 CHF 100,000 100,000 100,000 100,000 989,390 CHF 990,390 CHF 99.96% 99.96%
07/05/2024 0.10% 9.85 CHF 9.86 CHF 100,000 100,000 100,000 100,000 971,474 CHF 972,474 CHF 99.75% 99.75%
06/05/2024 0.10% 9.57 CHF 9.58 CHF 100,000 100,000 100,000 100,000 952,550 CHF 953,550 CHF 99.88% 99.88%
03/05/2024 0.11% 9.38 CHF 9.39 CHF 100,000 100,000 100,000 100,000 939,030 CHF 940,030 CHF 97.46% 97.46%
02/05/2024 0.11% 9.35 CHF 9.36 CHF 100,000 100,000 100,000 100,000 936,040 CHF 937,040 CHF 99.48% 99.48%

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