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
16/05/2024 0.19% 10.73 CHF 10.75 CHF 63,000 63,000 31,700 31,700 333,504 CHF 334,141 CHF 99.98% 99.98%
15/05/2024 0.19% 10.55 CHF 10.57 CHF 64,000 64,000 31,371 31,371 341,678 CHF 342,309 CHF 99.99% 99.99%
14/05/2024 0.20% 11.24 CHF 11.26 CHF 62,000 62,000 32,040 32,040 338,330 CHF 338,972 CHF 99.99% 99.99%
13/05/2024 0.20% 10.45 CHF 10.47 CHF 64,000 64,000 32,572 32,572 330,237 CHF 330,890 CHF 100.00% 100.00%
10/05/2024 0.20% 9.80 CHF 9.82 CHF 66,000 66,000 31,606 31,606 324,292 CHF 324,926 CHF 100.00% 100.00%
08/05/2024 0.19% 10.66 CHF 10.68 CHF 64,000 64,000 31,466 31,466 334,668 CHF 335,299 CHF 96.42% 96.42%
07/05/2024 0.18% 11.45 CHF 11.47 CHF 62,000 62,000 30,510 30,510 352,048 CHF 352,660 CHF 97.61% 97.61%
06/05/2024 0.17% 11.74 CHF 11.76 CHF 61,000 61,000 30,675 30,675 364,622 CHF 365,236 CHF 98.41% 98.41%
03/05/2024 0.18% 11.21 CHF 11.23 CHF 62,000 62,000 30,569 30,569 351,528 CHF 352,141 CHF 99.83% 99.83%
02/05/2024 0.17% 11.42 CHF 11.44 CHF 61,000 61,000 30,047 30,047 350,625 CHF 351,227 CHF 99.94% 99.94%

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