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 1.01% 14.75 CHF 14.90 CHF 6,000 6,000 5,944 5,944 88,623 CHF 89,516 CHF 100.00% 100.00%
15/05/2024 1.00% 15.40 CHF 15.55 CHF 6,000 6,000 5,944 5,944 89,879 CHF 90,771 CHF 100.00% 100.00%
14/05/2024 1.07% 14.55 CHF 14.70 CHF 6,000 6,000 6,867 6,867 96,381 CHF 97,412 CHF 99.04% 99.04%
13/05/2024 1.07% 14.00 CHF 14.15 CHF 7,000 7,000 6,689 6,689 94,499 CHF 95,504 CHF 100.00% 100.00%
10/05/2024 0.78% 13.45 CHF 13.55 CHF 7,000 7,000 7,141 7,141 91,986 CHF 92,701 CHF 99.77% 99.77%
08/05/2024 1.21% 12.20 CHF 12.35 CHF 8,000 8,000 7,397 7,397 92,071 CHF 93,182 CHF 92.52% 92.52%
07/05/2024 0.72% 13.75 CHF 13.85 CHF 7,000 7,000 6,564 6,564 91,606 CHF 92,263 CHF 94.58% 94.58%
06/05/2024 0.96% 9.73 CHF 9.82 CHF 10,000 10,000 9,876 9,876 93,553 CHF 94,443 CHF 98.41% 98.41%
03/05/2024 1.01% 9.05 CHF 9.14 CHF 11,000 11,000 10,902 10,902 96,952 CHF 97,934 CHF 96.02% 96.02%
02/05/2024 1.05% 8.51 CHF 8.60 CHF 11,000 11,000 10,896 10,896 94,120 CHF 95,102 CHF 99.29% 99.29%

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