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 0.07% 13.68 CHF 13.69 CHF 375,000 375,000 374,726 374,726 5,181,520 CHF 5,185,270 CHF 100.00% 100.00%
15/05/2024 0.07% 13.97 CHF 13.98 CHF 375,000 375,000 374,262 374,262 5,177,200 CHF 5,180,950 CHF 99.52% 99.52%
14/05/2024 0.07% 13.67 CHF 13.68 CHF 375,000 375,000 374,946 374,946 5,106,770 CHF 5,110,520 CHF 99.83% 99.83%
13/05/2024 0.07% 13.68 CHF 13.69 CHF 375,000 375,000 375,000 375,000 5,122,340 CHF 5,126,090 CHF 100.00% 100.00%
10/05/2024 0.07% 13.70 CHF 13.71 CHF 375,000 375,000 375,000 375,000 5,165,490 CHF 5,169,240 CHF 99.99% 99.99%
08/05/2024 0.08% 13.15 CHF 13.16 CHF 375,000 375,000 374,912 374,912 4,943,470 CHF 4,947,220 CHF 99.45% 99.45%
07/05/2024 0.08% 13.10 CHF 13.11 CHF 375,000 375,000 374,766 374,766 4,807,760 CHF 4,811,510 CHF 100.00% 100.00%
06/05/2024 0.08% 12.55 CHF 12.56 CHF 375,000 375,000 375,000 375,000 4,672,750 CHF 4,676,500 CHF 99.72% 99.72%
03/05/2024 0.08% 12.18 CHF 12.19 CHF 375,000 375,000 375,000 375,000 4,571,380 CHF 4,575,130 CHF 99.45% 99.45%
02/05/2024 0.08% 12.10 CHF 12.11 CHF 375,000 375,000 375,000 375,000 4,543,650 CHF 4,547,400 CHF 99.62% 99.62%

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