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 0.95% 16.60 CHF 16.75 CHF 6,500 6,500 6,439 6,439 102,494 CHF 103,461 CHF 100.00% 100.00%
15/05/2024 1.05% 14.35 CHF 14.50 CHF 6,500 6,500 6,439 6,439 92,690 CHF 93,657 CHF 100.00% 100.00%
14/05/2024 1.09% 14.30 CHF 14.45 CHF 6,500 6,500 6,445 6,445 89,481 CHF 90,449 CHF 99.19% 99.19%
13/05/2024 1.02% 14.55 CHF 14.70 CHF 6,500 6,500 6,373 6,373 93,788 CHF 94,745 CHF 100.00% 100.00%
10/05/2024 1.01% 14.95 CHF 15.10 CHF 6,500 6,500 6,428 6,428 95,740 CHF 96,706 CHF 93.63% 99.76%
08/05/2024 1.04% 14.75 CHF 14.90 CHF 6,500 6,500 6,439 6,439 93,351 CHF 94,318 CHF 100.00% 100.00%
07/05/2024 1.09% 14.10 CHF 14.25 CHF 7,000 7,000 6,934 6,934 95,902 CHF 96,943 CHF 100.00% 100.00%
06/05/2024 0.77% 13.25 CHF 13.35 CHF 7,500 7,500 7,407 7,407 97,229 CHF 97,970 CHF 96.57% 98.56%
03/05/2024 1.20% 12.25 CHF 12.40 CHF 7,500 7,500 7,452 7,452 93,120 CHF 94,238 CHF 97.29% 97.29%
02/05/2024 1.18% 12.50 CHF 12.65 CHF 7,500 7,500 7,046 7,046 89,525 CHF 90,583 CHF 99.72% 99.72%

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