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 0.12% 8.76 CHF 8.77 CHF 70,000 70,000 30,710 30,710 261,444 CHF 261,752 CHF 99.99% 99.99%
14/05/2024 0.13% 8.25 CHF 8.26 CHF 72,000 72,000 32,261 32,261 262,154 CHF 262,477 CHF 99.90% 99.90%
13/05/2024 0.12% 8.34 CHF 8.35 CHF 72,000 72,000 31,570 31,570 260,955 CHF 261,271 CHF 100.00% 100.00%
10/05/2024 0.12% 8.22 CHF 8.23 CHF 73,000 73,000 31,408 31,408 263,283 CHF 263,598 CHF 100.00% 100.00%
08/05/2024 0.12% 8.37 CHF 8.38 CHF 72,000 72,000 30,950 30,950 261,480 CHF 261,790 CHF 99.06% 99.06%
07/05/2024 0.12% 8.69 CHF 8.70 CHF 70,000 70,000 30,667 30,667 262,757 CHF 263,064 CHF 99.64% 99.64%
06/05/2024 0.12% 8.55 CHF 8.56 CHF 71,000 71,000 30,852 30,852 260,333 CHF 260,642 CHF 99.94% 99.94%
03/05/2024 0.13% 7.84 CHF 7.85 CHF 75,000 75,000 32,660 32,660 255,683 CHF 256,010 CHF 99.55% 99.55%
02/05/2024 0.13% 7.64 CHF 7.65 CHF 76,000 76,000 32,650 32,650 249,356 CHF 249,683 CHF 99.90% 99.90%
30/04/2024 0.11% 9.09 CHF 9.10 CHF 68,000 68,000 29,510 29,510 269,452 CHF 269,747 CHF 99.97% 99.97%

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