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 0.13% 16.48 CHF 16.50 CHF 62,000 62,000 32,040 32,040 506,186 CHF 506,829 CHF 99.98% 99.98%
13/05/2024 0.13% 15.69 CHF 15.71 CHF 64,000 64,000 32,571 32,571 500,667 CHF 501,320 CHF 100.00% 100.00%
10/05/2024 0.13% 15.04 CHF 15.06 CHF 66,000 66,000 31,595 31,595 489,499 CHF 490,132 CHF 99.99% 99.99%
08/05/2024 0.13% 15.90 CHF 15.92 CHF 64,000 64,000 31,469 31,469 499,538 CHF 500,169 CHF 95.69% 95.69%
07/05/2024 0.12% 16.68 CHF 16.70 CHF 62,000 62,000 30,520 30,520 511,715 CHF 512,327 CHF 97.59% 97.59%
06/05/2024 0.12% 16.96 CHF 16.98 CHF 61,000 61,000 30,660 30,660 524,371 CHF 524,985 CHF 98.41% 98.41%
03/05/2024 0.12% 16.42 CHF 16.44 CHF 62,000 62,000 30,572 30,572 511,042 CHF 511,654 CHF 99.85% 99.85%
02/05/2024 0.12% 16.68 CHF 16.70 CHF 61,000 61,000 30,048 30,048 508,541 CHF 509,143 CHF 99.94% 99.94%
30/04/2024 0.11% 17.37 CHF 17.39 CHF 60,000 60,000 29,487 29,487 529,920 CHF 530,511 CHF 96.78% 96.78%
29/04/2024 0.12% 18.20 CHF 18.22 CHF 58,000 58,000 31,514 31,514 551,013 CHF 551,645 CHF 83.75% 83.75%

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