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
24/05/2024 0.10% 10.40 CHF 10.41 CHF 66,000 66,000 29,294 29,294 297,276 CHF 297,570 CHF 99.84% 99.84%
23/05/2024 0.10% 10.11 CHF 10.12 CHF 67,000 67,000 28,376 28,376 300,526 CHF 300,811 CHF 99.79% 99.79%
22/05/2024 0.10% 10.62 CHF 10.63 CHF 65,000 65,000 28,920 28,920 302,010 CHF 302,299 CHF 99.96% 99.96%
21/05/2024 0.10% 10.21 CHF 10.22 CHF 67,000 67,000 29,404 29,404 302,232 CHF 302,526 CHF 99.73% 99.73%
17/05/2024 0.10% 10.44 CHF 10.45 CHF 66,000 66,000 28,298 28,298 292,819 CHF 293,102 CHF 99.33% 99.33%
16/05/2024 0.10% 10.36 CHF 10.37 CHF 66,000 66,000 29,738 29,738 296,442 CHF 296,740 CHF 99.83% 99.83%
15/05/2024 0.11% 9.59 CHF 9.60 CHF 70,000 70,000 30,696 30,696 286,786 CHF 287,094 CHF 99.96% 99.96%
14/05/2024 0.11% 9.08 CHF 9.09 CHF 72,000 72,000 32,245 32,245 288,857 CHF 289,180 CHF 99.95% 99.95%
13/05/2024 0.11% 9.17 CHF 9.18 CHF 72,000 72,000 31,572 31,572 287,182 CHF 287,499 CHF 99.96% 99.96%
10/05/2024 0.11% 9.05 CHF 9.06 CHF 73,000 73,000 31,405 31,405 289,344 CHF 289,658 CHF 99.99% 99.99%

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