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 0.15% 6.84 CHF 6.85 CHF 50,000 50,000 49,530 49,530 337,897 CHF 338,393 CHF 100.00% 100.00%
15/05/2024 0.15% 6.77 CHF 6.78 CHF 50,000 50,000 49,530 49,530 334,665 CHF 335,161 CHF 99.90% 99.90%
14/05/2024 0.15% 6.77 CHF 6.78 CHF 50,000 50,000 49,494 49,494 338,714 CHF 339,210 CHF 100.00% 100.00%
13/05/2024 0.15% 6.86 CHF 6.87 CHF 50,000 50,000 49,531 49,531 338,330 CHF 338,826 CHF 100.00% 100.00%
10/05/2024 0.15% 6.87 CHF 6.88 CHF 50,000 50,000 49,531 49,531 342,609 CHF 343,105 CHF 99.99% 99.99%
08/05/2024 0.15% 6.83 CHF 6.84 CHF 50,000 50,000 49,527 49,527 333,913 CHF 334,409 CHF 100.00% 100.00%
07/05/2024 0.15% 6.78 CHF 6.79 CHF 50,000 50,000 49,532 49,532 336,492 CHF 336,988 CHF 100.00% 100.00%
06/05/2024 0.15% 6.81 CHF 6.82 CHF 50,000 50,000 49,530 49,530 338,222 CHF 338,718 CHF 99.72% 99.72%
03/05/2024 0.15% 6.80 CHF 6.81 CHF 50,000 50,000 49,490 49,490 339,186 CHF 339,681 CHF 97.64% 97.64%
02/05/2024 0.15% 6.86 CHF 6.87 CHF 50,000 50,000 49,528 49,528 343,450 CHF 343,946 CHF 99.56% 99.56%

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