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% 10.22 CHF 10.23 CHF 66,000 66,000 29,777 29,777 292,472 CHF 292,771 CHF 99.93% 99.93%
15/05/2024 0.11% 9.44 CHF 9.45 CHF 70,000 70,000 30,710 30,710 282,344 CHF 282,652 CHF 99.99% 99.99%
14/05/2024 0.12% 8.93 CHF 8.94 CHF 72,000 72,000 32,264 32,264 284,212 CHF 284,536 CHF 99.89% 99.89%
13/05/2024 0.11% 9.02 CHF 9.03 CHF 72,000 72,000 31,570 31,570 282,463 CHF 282,779 CHF 100.00% 100.00%
10/05/2024 0.11% 8.90 CHF 8.91 CHF 73,000 73,000 31,408 31,408 284,702 CHF 285,017 CHF 100.00% 100.00%
08/05/2024 0.11% 9.05 CHF 9.06 CHF 72,000 72,000 30,956 30,956 282,680 CHF 282,990 CHF 98.99% 98.99%
07/05/2024 0.11% 9.37 CHF 9.38 CHF 70,000 70,000 30,670 30,670 283,677 CHF 283,984 CHF 99.65% 99.65%
06/05/2024 0.11% 9.23 CHF 9.24 CHF 71,000 71,000 30,851 30,851 281,303 CHF 281,612 CHF 99.94% 99.94%
03/05/2024 0.12% 8.52 CHF 8.53 CHF 75,000 75,000 32,654 32,654 277,818 CHF 278,146 CHF 99.53% 99.53%
02/05/2024 0.12% 8.32 CHF 8.33 CHF 76,000 76,000 32,630 32,630 271,572 CHF 271,899 CHF 99.86% 99.86%

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