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% 12.64 CHF 12.65 CHF 200,000 200,000 199,844 199,844 2,535,280 CHF 2,537,280 CHF 100.00% 100.00%
15/05/2024 0.08% 12.76 CHF 12.77 CHF 200,000 200,000 199,624 199,624 2,528,360 CHF 2,530,360 CHF 99.89% 99.89%
14/05/2024 0.08% 12.65 CHF 12.66 CHF 200,000 200,000 199,985 199,985 2,518,370 CHF 2,520,370 CHF 99.74% 99.74%
13/05/2024 0.08% 12.61 CHF 12.62 CHF 200,000 200,000 200,000 200,000 2,516,560 CHF 2,518,560 CHF 100.00% 100.00%
10/05/2024 0.08% 12.56 CHF 12.57 CHF 200,000 200,000 200,000 200,000 2,523,190 CHF 2,525,190 CHF 100.00% 100.00%
08/05/2024 0.08% 12.31 CHF 12.32 CHF 200,000 200,000 199,961 199,961 2,461,160 CHF 2,463,160 CHF 99.67% 99.67%
07/05/2024 0.08% 12.21 CHF 12.22 CHF 200,000 200,000 199,891 199,891 2,412,990 CHF 2,414,990 CHF 99.72% 99.72%
06/05/2024 0.08% 11.90 CHF 11.91 CHF 200,000 200,000 200,000 200,000 2,371,940 CHF 2,373,940 CHF 100.00% 100.00%
03/05/2024 0.09% 11.67 CHF 11.68 CHF 200,000 200,000 200,000 200,000 2,339,440 CHF 2,341,440 CHF 99.83% 99.83%
02/05/2024 0.09% 11.61 CHF 11.62 CHF 200,000 200,000 200,000 200,000 2,325,210 CHF 2,327,210 CHF 99.52% 99.52%

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