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% 10.45 CHF 10.46 CHF 66,000 66,000 29,776 29,776 299,301 CHF 299,599 CHF 99.93% 99.93%
15/05/2024 0.11% 9.67 CHF 9.68 CHF 70,000 70,000 30,711 30,711 289,405 CHF 289,713 CHF 99.99% 99.99%
14/05/2024 0.11% 9.16 CHF 9.17 CHF 72,000 72,000 32,264 32,264 291,618 CHF 291,941 CHF 99.89% 99.89%
13/05/2024 0.11% 9.25 CHF 9.26 CHF 72,000 72,000 31,571 31,571 289,710 CHF 290,027 CHF 100.00% 100.00%
10/05/2024 0.11% 9.13 CHF 9.14 CHF 73,000 73,000 31,408 31,408 291,906 CHF 292,221 CHF 100.00% 100.00%
08/05/2024 0.11% 9.28 CHF 9.29 CHF 72,000 72,000 30,948 30,948 289,723 CHF 290,033 CHF 99.06% 99.06%
07/05/2024 0.11% 9.60 CHF 9.61 CHF 70,000 70,000 30,667 30,667 290,690 CHF 290,998 CHF 99.64% 99.64%
06/05/2024 0.11% 9.46 CHF 9.47 CHF 71,000 71,000 30,852 30,852 288,369 CHF 288,678 CHF 99.94% 99.94%
03/05/2024 0.12% 8.75 CHF 8.76 CHF 75,000 75,000 32,653 32,653 285,292 CHF 285,619 CHF 99.53% 99.53%
02/05/2024 0.12% 8.55 CHF 8.56 CHF 76,000 76,000 32,630 32,630 279,077 CHF 279,404 CHF 99.86% 99.86%

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