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
13/05/2024 0.19% 11.40 CHF 11.42 CHF 64,000 64,000 32,573 32,573 361,205 CHF 361,858 CHF 100.00% 100.00%
10/05/2024 0.18% 10.76 CHF 10.78 CHF 66,000 66,000 31,603 31,603 354,291 CHF 354,924 CHF 99.99% 99.99%
08/05/2024 0.18% 11.61 CHF 11.63 CHF 64,000 64,000 31,434 31,434 364,167 CHF 364,797 CHF 96.19% 96.19%
07/05/2024 0.16% 12.39 CHF 12.41 CHF 62,000 62,000 30,483 30,483 380,390 CHF 381,001 CHF 97.46% 97.46%
06/05/2024 0.16% 12.68 CHF 12.70 CHF 61,000 61,000 30,675 30,675 393,315 CHF 393,929 CHF 98.41% 98.41%
03/05/2024 0.16% 12.15 CHF 12.17 CHF 62,000 62,000 30,557 30,557 380,020 CHF 380,633 CHF 99.79% 99.79%
02/05/2024 0.16% 12.37 CHF 12.39 CHF 61,000 61,000 29,939 29,939 377,602 CHF 378,202 CHF 99.58% 99.58%
30/04/2024 0.15% 13.03 CHF 13.05 CHF 60,000 60,000 29,317 29,317 400,208 CHF 400,796 CHF 96.29% 96.29%
29/04/2024 0.16% 13.89 CHF 13.91 CHF 58,000 58,000 30,951 30,951 407,547 CHF 408,167 CHF 81.82% 81.82%
26/04/2024 0.18% 11.17 CHF 11.19 CHF 64,000 64,000 32,100 32,100 357,261 CHF 357,906 CHF 99.45% 99.45%

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