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% 11.90 CHF 11.91 CHF 200,000 200,000 199,845 199,845 2,388,160 CHF 2,390,160 CHF 100.00% 100.00%
15/05/2024 0.08% 12.02 CHF 12.03 CHF 200,000 200,000 199,609 199,609 2,381,370 CHF 2,383,370 CHF 99.91% 99.91%
14/05/2024 0.08% 11.91 CHF 11.92 CHF 200,000 200,000 199,985 199,985 2,371,470 CHF 2,373,470 CHF 99.72% 99.72%
13/05/2024 0.08% 11.88 CHF 11.89 CHF 200,000 200,000 200,000 200,000 2,369,900 CHF 2,371,900 CHF 100.00% 100.00%
10/05/2024 0.08% 11.83 CHF 11.84 CHF 200,000 200,000 200,000 200,000 2,376,730 CHF 2,378,730 CHF 100.00% 100.00%
08/05/2024 0.09% 11.58 CHF 11.59 CHF 200,000 200,000 199,960 199,960 2,314,920 CHF 2,316,920 CHF 99.67% 99.67%
07/05/2024 0.09% 11.48 CHF 11.49 CHF 200,000 200,000 199,891 199,891 2,266,840 CHF 2,268,840 CHF 99.72% 99.72%
06/05/2024 0.09% 11.17 CHF 11.18 CHF 200,000 200,000 200,000 200,000 2,225,960 CHF 2,227,960 CHF 100.00% 100.00%
03/05/2024 0.09% 10.95 CHF 10.96 CHF 200,000 200,000 200,000 200,000 2,193,620 CHF 2,195,620 CHF 99.81% 99.81%
02/05/2024 0.09% 10.88 CHF 10.89 CHF 200,000 200,000 200,000 200,000 2,179,180 CHF 2,181,180 CHF 99.58% 99.58%

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