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% 16.04 CHF 16.06 CHF 62,000 62,000 32,039 32,039 492,045 CHF 492,688 CHF 99.98% 99.98%
13/05/2024 0.14% 15.25 CHF 15.27 CHF 64,000 64,000 32,571 32,571 486,324 CHF 486,977 CHF 100.00% 100.00%
10/05/2024 0.13% 14.60 CHF 14.62 CHF 66,000 66,000 31,595 31,595 475,574 CHF 476,207 CHF 99.99% 99.99%
08/05/2024 0.13% 15.46 CHF 15.48 CHF 64,000 64,000 31,466 31,466 485,631 CHF 486,261 CHF 96.43% 96.43%
07/05/2024 0.12% 16.24 CHF 16.26 CHF 62,000 62,000 30,508 30,508 498,103 CHF 498,715 CHF 97.62% 97.62%
06/05/2024 0.12% 16.52 CHF 16.54 CHF 61,000 61,000 30,660 30,660 510,893 CHF 511,507 CHF 98.41% 98.41%
03/05/2024 0.13% 15.98 CHF 16.00 CHF 62,000 62,000 30,563 30,563 497,472 CHF 498,084 CHF 99.82% 99.82%
02/05/2024 0.12% 16.24 CHF 16.26 CHF 61,000 61,000 30,050 30,050 495,248 CHF 495,850 CHF 99.95% 99.95%
30/04/2024 0.12% 16.92 CHF 16.94 CHF 60,000 60,000 29,477 29,477 516,633 CHF 517,224 CHF 96.78% 96.78%
29/04/2024 0.12% 17.76 CHF 17.78 CHF 58,000 58,000 31,508 31,508 536,992 CHF 537,623 CHF 83.74% 83.74%

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