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 0.08% 12.93 CHF 12.94 CHF 200,000 200,000 199,846 199,846 2,594,080 CHF 2,596,080 CHF 100.00% 100.00%
15/05/2024 0.08% 13.05 CHF 13.06 CHF 200,000 200,000 199,613 199,613 2,586,840 CHF 2,588,840 CHF 99.89% 99.89%
14/05/2024 0.08% 12.94 CHF 12.95 CHF 200,000 200,000 199,983 199,983 2,577,110 CHF 2,579,110 CHF 99.73% 99.73%
13/05/2024 0.08% 12.91 CHF 12.92 CHF 200,000 200,000 200,000 200,000 2,575,190 CHF 2,577,190 CHF 100.00% 100.00%
10/05/2024 0.08% 12.85 CHF 12.86 CHF 200,000 200,000 200,000 200,000 2,581,730 CHF 2,583,730 CHF 100.00% 100.00%
08/05/2024 0.08% 12.61 CHF 12.62 CHF 200,000 200,000 199,960 199,960 2,519,570 CHF 2,521,570 CHF 99.67% 99.67%
07/05/2024 0.08% 12.50 CHF 12.51 CHF 200,000 200,000 199,889 199,889 2,471,420 CHF 2,473,420 CHF 99.72% 99.72%
06/05/2024 0.08% 12.19 CHF 12.20 CHF 200,000 200,000 200,000 200,000 2,430,310 CHF 2,432,310 CHF 100.00% 100.00%
03/05/2024 0.08% 11.97 CHF 11.98 CHF 200,000 200,000 200,000 200,000 2,397,780 CHF 2,399,780 CHF 99.83% 99.83%
02/05/2024 0.08% 11.91 CHF 11.92 CHF 200,000 200,000 200,000 200,000 2,383,600 CHF 2,385,600 CHF 99.56% 99.56%

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