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
27/05/2024 0.60% 9.90 CHF 9.96 CHF 22,500 22,500 22,500 22,500 222,586 CHF 223,934 CHF 100.00% 100.00%
24/05/2024 0.60% 9.87 CHF 9.93 CHF 22,500 22,500 22,500 22,500 220,909 CHF 222,237 CHF 100.00% 100.00%
23/05/2024 0.60% 9.85 CHF 9.90 CHF 22,500 22,500 22,500 22,500 221,540 CHF 222,867 CHF 100.00% 100.00%
22/05/2024 0.60% 9.80 CHF 9.86 CHF 22,500 22,500 22,500 22,500 220,606 CHF 221,933 CHF 100.00% 100.00%
21/05/2024 0.60% 9.75 CHF 9.81 CHF 22,500 22,500 22,500 22,500 218,913 CHF 220,237 CHF 100.00% 100.00%
17/05/2024 0.60% 9.72 CHF 9.78 CHF 22,500 22,500 22,500 22,500 218,557 CHF 219,868 CHF 100.00% 100.00%
16/05/2024 0.60% 9.71 CHF 9.77 CHF 22,500 22,500 22,500 22,500 218,378 CHF 219,684 CHF 100.00% 100.00%
15/05/2024 0.60% 9.67 CHF 9.73 CHF 22,500 22,500 22,500 22,500 215,726 CHF 217,031 CHF 100.00% 100.00%
14/05/2024 0.60% 9.54 CHF 9.59 CHF 22,500 22,500 22,500 22,500 214,300 CHF 215,583 CHF 99.97% 99.97%
13/05/2024 0.60% 9.55 CHF 9.61 CHF 22,500 22,500 22,500 22,500 215,224 CHF 216,525 CHF 100.00% 100.00%

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