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 0.11% 9.17 CHF 9.18 CHF 100,000 100,000 99,536 99,536 907,118 CHF 908,114 CHF 99.48% 99.48%
15/05/2024 0.11% 9.00 CHF 9.01 CHF 100,000 100,000 99,138 99,138 875,979 CHF 876,971 CHF 99.84% 99.84%
14/05/2024 0.11% 8.72 CHF 8.73 CHF 100,000 100,000 99,838 99,838 870,629 CHF 871,627 CHF 98.89% 98.89%
13/05/2024 0.11% 8.81 CHF 8.82 CHF 100,000 100,000 99,066 99,059 872,523 CHF 873,454 CHF 100.00% 100.00%
10/05/2024 0.11% 8.75 CHF 8.76 CHF 100,000 100,000 99,193 99,193 870,801 CHF 871,794 CHF 99.39% 99.39%
08/05/2024 0.12% 8.29 CHF 8.30 CHF 100,000 100,000 99,472 99,472 819,243 CHF 820,239 CHF 99.62% 99.62%
07/05/2024 0.12% 8.29 CHF 8.30 CHF 100,000 100,000 98,981 98,975 816,528 CHF 817,476 CHF 99.66% 99.66%
06/05/2024 0.12% 8.10 CHF 8.11 CHF 100,000 100,000 99,565 99,565 809,348 CHF 810,344 CHF 97.86% 97.86%
03/05/2024 0.13% 7.94 CHF 7.95 CHF 100,000 100,000 99,543 99,543 791,672 CHF 792,668 CHF 96.90% 96.90%
02/05/2024 0.13% 7.62 CHF 7.63 CHF 100,000 100,000 99,435 99,435 751,988 CHF 752,983 CHF 98.90% 98.90%

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