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
14/05/2024 0.12% 17.12 CHF 17.14 CHF 62,000 62,000 32,041 32,041 526,951 CHF 527,594 CHF 99.98% 99.98%
13/05/2024 0.13% 16.34 CHF 16.36 CHF 64,000 64,000 32,572 32,572 521,718 CHF 522,371 CHF 100.00% 100.00%
10/05/2024 0.13% 15.68 CHF 15.70 CHF 66,000 66,000 31,606 31,606 510,092 CHF 510,726 CHF 100.00% 100.00%
08/05/2024 0.12% 16.54 CHF 16.56 CHF 64,000 64,000 31,467 31,467 519,885 CHF 520,515 CHF 95.68% 95.68%
07/05/2024 0.12% 17.33 CHF 17.35 CHF 62,000 62,000 30,503 30,503 531,141 CHF 531,753 CHF 97.62% 97.62%
06/05/2024 0.11% 17.60 CHF 17.62 CHF 61,000 61,000 30,676 30,676 544,375 CHF 544,990 CHF 98.41% 98.41%
03/05/2024 0.12% 17.06 CHF 17.08 CHF 62,000 62,000 30,571 30,571 530,716 CHF 531,329 CHF 99.84% 99.84%
02/05/2024 0.12% 17.33 CHF 17.35 CHF 61,000 61,000 30,052 30,052 528,089 CHF 528,691 CHF 99.96% 99.96%
30/04/2024 0.11% 18.02 CHF 18.04 CHF 60,000 60,000 29,484 29,484 548,981 CHF 549,572 CHF 96.77% 96.77%
29/04/2024 0.11% 18.85 CHF 18.87 CHF 58,000 58,000 31,509 31,509 571,356 CHF 571,987 CHF 83.73% 83.73%

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