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
25/05/2023 0.60% 8.10 CHF 8.15 CHF 22,500 22,500 22,500 22,500 182,337 CHF 183,440 CHF 100.00% 100.00%
24/05/2023 0.60% 8.08 CHF 8.13 CHF 22,500 22,500 22,500 22,500 182,133 CHF 183,235 CHF 100.00% 100.00%
22/05/2023 0.60% 8.26 CHF 8.31 CHF 22,500 22,500 22,500 22,500 185,250 CHF 186,367 CHF 100.00% 100.00%
19/05/2023 0.60% 8.28 CHF 8.32 CHF 22,500 22,500 22,500 22,500 186,572 CHF 187,697 CHF 100.00% 100.00%
17/05/2023 0.60% 8.15 CHF 8.19 CHF 22,500 22,500 22,500 22,500 183,487 CHF 184,590 CHF 100.00% 100.00%
16/05/2023 0.60% 8.15 CHF 8.20 CHF 22,500 22,500 22,500 22,500 183,766 CHF 184,869 CHF 100.00% 100.00%
15/05/2023 0.60% 8.15 CHF 8.20 CHF 22,500 22,500 22,500 22,500 183,708 CHF 184,810 CHF 100.00% 100.00%
12/05/2023 0.60% 8.16 CHF 8.21 CHF 22,500 22,500 22,500 22,500 183,592 CHF 184,694 CHF 100.00% 100.00%
11/05/2023 0.60% 8.12 CHF 8.17 CHF 22,500 22,500 22,500 22,500 183,167 CHF 184,270 CHF 100.00% 100.00%
10/05/2023 0.60% 8.08 CHF 8.13 CHF 22,500 22,500 22,500 22,500 181,895 CHF 182,997 CHF 99.87% 99.87%

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