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 0.05% 18.57 CHF 18.58 CHF 250,000 250,000 249,795 249,795 4,617,120 CHF 4,619,620 CHF 100.00% 100.00%
15/05/2024 0.06% 18.29 CHF 18.30 CHF 250,000 250,000 249,531 249,531 4,501,050 CHF 4,503,550 CHF 99.97% 99.97%
14/05/2024 0.06% 17.89 CHF 17.90 CHF 250,000 250,000 249,956 249,956 4,452,450 CHF 4,454,950 CHF 99.82% 99.82%
13/05/2024 0.06% 17.83 CHF 17.84 CHF 250,000 250,000 250,000 250,000 4,449,200 CHF 4,451,700 CHF 100.00% 100.00%
10/05/2024 0.06% 17.69 CHF 17.70 CHF 250,000 250,000 250,000 250,000 4,443,200 CHF 4,445,700 CHF 100.00% 100.00%
08/05/2024 0.06% 17.65 CHF 17.66 CHF 250,000 250,000 249,956 249,956 4,400,610 CHF 4,403,110 CHF 96.62% 96.62%
07/05/2024 0.06% 17.71 CHF 17.72 CHF 250,000 250,000 249,858 249,858 4,398,400 CHF 4,400,900 CHF 98.42% 98.42%
06/05/2024 0.06% 17.41 CHF 17.42 CHF 250,000 250,000 250,000 250,000 4,329,490 CHF 4,331,990 CHF 100.00% 100.00%
03/05/2024 0.06% 17.06 CHF 17.07 CHF 250,000 250,000 250,000 250,000 4,233,860 CHF 4,236,360 CHF 99.85% 99.85%
02/05/2024 0.06% 16.59 CHF 16.60 CHF 250,000 250,000 250,000 250,000 4,143,930 CHF 4,146,430 CHF 99.52% 99.52%

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