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 0.17% 5.98 CHF 5.99 CHF 100,000 100,000 99,060 99,060 590,194 CHF 591,186 CHF 100.00% 100.00%
15/05/2024 0.17% 5.90 CHF 5.91 CHF 100,000 100,000 99,062 99,062 583,553 CHF 584,545 CHF 100.00% 100.00%
14/05/2024 0.17% 5.90 CHF 5.91 CHF 100,000 100,000 98,987 98,987 591,518 CHF 592,509 CHF 100.00% 100.00%
13/05/2024 0.17% 5.99 CHF 6.00 CHF 100,000 100,000 99,061 99,061 590,724 CHF 591,715 CHF 100.00% 100.00%
10/05/2024 0.17% 6.00 CHF 6.01 CHF 100,000 100,000 99,062 99,062 599,342 CHF 600,333 CHF 100.00% 100.00%
08/05/2024 0.17% 5.96 CHF 5.97 CHF 100,000 100,000 99,059 99,059 581,786 CHF 582,778 CHF 100.00% 100.00%
07/05/2024 0.17% 5.91 CHF 5.92 CHF 100,000 100,000 99,064 99,064 587,108 CHF 588,099 CHF 100.00% 100.00%
06/05/2024 0.17% 5.95 CHF 5.96 CHF 100,000 100,000 99,063 99,063 590,748 CHF 591,740 CHF 100.00% 100.00%
03/05/2024 0.17% 5.93 CHF 5.94 CHF 100,000 100,000 99,242 99,242 594,212 CHF 595,205 CHF 98.82% 98.82%
02/05/2024 0.17% 5.99 CHF 6.00 CHF 100,000 100,000 99,060 99,060 600,628 CHF 601,620 CHF 99.94% 99.94%

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