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
15/05/2024 0.54% 8.95 CHF 8.97 CHF 10,000 10,000 6,686 6,686 57,795 CHF 58,078 CHF 99.84% 99.84%
14/05/2024 0.56% 8.43 CHF 8.45 CHF 10,000 10,000 6,676 6,676 55,382 CHF 55,665 CHF 99.75% 99.75%
13/05/2024 0.55% 8.53 CHF 8.55 CHF 10,000 10,000 6,693 6,693 56,487 CHF 56,770 CHF 100.00% 100.00%
10/05/2024 0.54% 8.40 CHF 8.42 CHF 10,000 10,000 6,690 6,690 57,269 CHF 57,552 CHF 99.92% 99.92%
08/05/2024 0.54% 8.56 CHF 8.58 CHF 10,000 10,000 6,691 6,691 57,738 CHF 58,021 CHF 100.00% 100.00%
07/05/2024 0.53% 8.87 CHF 8.89 CHF 10,000 10,000 6,692 6,692 58,462 CHF 58,744 CHF 100.00% 100.00%
06/05/2024 0.54% 8.73 CHF 8.75 CHF 10,000 10,000 6,702 6,702 57,652 CHF 57,935 CHF 98.49% 98.49%
03/05/2024 0.59% 8.03 CHF 8.05 CHF 10,000 10,000 6,595 6,595 52,592 CHF 52,876 CHF 96.02% 96.02%
02/05/2024 0.59% 7.83 CHF 7.85 CHF 10,000 10,000 6,669 6,669 52,366 CHF 52,648 CHF 99.50% 99.50%
30/04/2024 0.50% 9.28 CHF 9.30 CHF 10,000 10,000 6,678 6,678 62,133 CHF 62,416 CHF 99.49% 99.49%

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