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
13/05/2024 0.13% 15.90 CHF 15.92 CHF 64,000 64,000 32,571 32,571 507,574 CHF 508,227 CHF 100.00% 100.00%
10/05/2024 0.13% 15.25 CHF 15.27 CHF 66,000 66,000 31,598 31,598 496,246 CHF 496,879 CHF 100.00% 100.00%
08/05/2024 0.13% 16.11 CHF 16.13 CHF 64,000 64,000 31,467 31,467 506,232 CHF 506,863 CHF 96.43% 96.43%
07/05/2024 0.12% 16.89 CHF 16.91 CHF 62,000 62,000 30,507 30,507 517,970 CHF 518,582 CHF 97.62% 97.62%
06/05/2024 0.12% 17.17 CHF 17.19 CHF 61,000 61,000 30,660 30,660 530,827 CHF 531,441 CHF 98.41% 98.41%
03/05/2024 0.12% 16.63 CHF 16.65 CHF 62,000 62,000 30,562 30,562 517,346 CHF 517,959 CHF 99.81% 99.81%
02/05/2024 0.12% 16.89 CHF 16.91 CHF 61,000 61,000 30,046 30,046 514,870 CHF 515,472 CHF 99.94% 99.94%
30/04/2024 0.11% 17.58 CHF 17.60 CHF 60,000 60,000 29,478 29,478 536,010 CHF 536,601 CHF 96.79% 96.79%
29/04/2024 0.12% 18.41 CHF 18.43 CHF 58,000 58,000 31,507 31,507 557,570 CHF 558,201 CHF 83.74% 83.74%
26/04/2024 0.13% 15.69 CHF 15.71 CHF 64,000 64,000 32,105 32,105 501,980 CHF 502,624 CHF 99.47% 99.47%

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