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 0.11% 18.37 CHF 18.39 CHF 63,000 63,000 31,662 31,662 574,672 CHF 575,308 CHF 99.88% 99.88%
15/05/2024 0.11% 18.18 CHF 18.20 CHF 64,000 64,000 31,337 31,337 580,554 CHF 581,185 CHF 99.88% 99.88%
14/05/2024 0.11% 18.89 CHF 18.91 CHF 62,000 62,000 32,032 32,032 583,463 CHF 584,106 CHF 99.89% 99.89%
13/05/2024 0.12% 18.11 CHF 18.13 CHF 64,000 64,000 32,571 32,571 579,359 CHF 580,011 CHF 100.00% 100.00%
10/05/2024 0.11% 17.46 CHF 17.48 CHF 66,000 66,000 31,597 31,597 565,866 CHF 566,499 CHF 100.00% 100.00%
08/05/2024 0.11% 18.31 CHF 18.33 CHF 64,000 64,000 31,454 31,454 575,320 CHF 575,950 CHF 96.39% 96.39%
07/05/2024 0.11% 19.08 CHF 19.10 CHF 62,000 62,000 30,461 30,461 583,978 CHF 584,589 CHF 97.48% 97.48%
06/05/2024 0.10% 19.36 CHF 19.38 CHF 61,000 61,000 30,676 30,676 598,140 CHF 598,754 CHF 98.41% 98.41%
03/05/2024 0.11% 18.82 CHF 18.84 CHF 62,000 62,000 30,567 30,567 584,297 CHF 584,910 CHF 99.83% 99.83%
02/05/2024 0.10% 19.10 CHF 19.12 CHF 61,000 61,000 30,014 30,014 580,425 CHF 581,026 CHF 99.83% 99.83%

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