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% 10.17 CHF 10.18 CHF 66,000 66,000 29,315 29,315 290,881 CHF 291,175 CHF 99.89% 99.89%
23/05/2024 0.10% 9.89 CHF 9.90 CHF 67,000 67,000 28,342 28,342 293,775 CHF 294,060 CHF 100.00% 100.00%
22/05/2024 0.10% 10.39 CHF 10.40 CHF 65,000 65,000 28,916 28,916 295,443 CHF 295,733 CHF 99.95% 99.95%
21/05/2024 0.10% 9.99 CHF 10.00 CHF 67,000 67,000 29,410 29,410 295,701 CHF 295,996 CHF 99.68% 99.68%
17/05/2024 0.10% 10.22 CHF 10.23 CHF 66,000 66,000 28,323 28,323 286,747 CHF 287,030 CHF 99.40% 99.40%
16/05/2024 0.11% 10.14 CHF 10.15 CHF 66,000 66,000 29,746 29,746 289,911 CHF 290,210 CHF 99.85% 99.85%
15/05/2024 0.11% 9.37 CHF 9.38 CHF 70,000 70,000 30,689 30,689 279,892 CHF 280,200 CHF 99.94% 99.94%
14/05/2024 0.12% 8.85 CHF 8.86 CHF 72,000 72,000 32,235 32,235 281,572 CHF 281,895 CHF 99.90% 99.90%
13/05/2024 0.12% 8.95 CHF 8.96 CHF 72,000 72,000 31,563 31,563 280,059 CHF 280,375 CHF 99.98% 99.98%
10/05/2024 0.11% 8.83 CHF 8.84 CHF 73,000 73,000 31,408 31,408 282,361 CHF 282,675 CHF 100.00% 100.00%

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