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 0.15% 6.90 CHF 6.91 CHF 107,800 107,800 108,215 108,215 743,929 CHF 745,012 CHF 100.00% 100.00%
13/05/2024 0.15% 6.85 CHF 6.86 CHF 108,500 108,500 108,560 108,560 740,276 CHF 741,362 CHF 100.00% 100.00%
10/05/2024 0.15% 6.78 CHF 6.79 CHF 108,600 108,600 109,021 109,021 741,018 CHF 742,108 CHF 100.00% 100.00%
08/05/2024 0.15% 6.78 CHF 6.79 CHF 108,900 108,900 108,959 108,959 738,136 CHF 739,226 CHF 99.16% 99.16%
07/05/2024 0.15% 6.79 CHF 6.80 CHF 109,000 109,000 109,286 109,286 740,974 CHF 742,067 CHF 99.69% 99.69%
06/05/2024 0.15% 6.75 CHF 6.76 CHF 109,500 109,500 109,681 109,681 738,179 CHF 739,276 CHF 100.00% 100.00%
03/05/2024 0.15% 6.69 CHF 6.70 CHF 109,900 109,900 109,595 109,595 735,840 CHF 736,936 CHF 98.76% 98.76%
02/05/2024 0.15% 6.77 CHF 6.78 CHF 109,400 109,400 108,197 108,197 731,014 CHF 732,096 CHF 100.00% 100.00%
30/04/2024 0.15% 6.87 CHF 6.88 CHF 108,700 108,700 108,832 108,832 740,873 CHF 741,962 CHF 100.00% 100.00%
29/04/2024 0.15% 6.75 CHF 6.76 CHF 109,000 109,000 108,940 108,940 737,055 CHF 738,144 CHF 99.83% 99.83%

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