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 0.87% 17.90 CHF 18.05 CHF 7,500 7,500 7,429 7,429 128,175 CHF 129,291 CHF 100.00% 100.00%
15/05/2024 0.95% 15.90 CHF 16.05 CHF 7,500 7,500 7,430 7,430 118,169 CHF 119,284 CHF 100.00% 100.00%
14/05/2024 0.98% 15.80 CHF 15.95 CHF 7,500 7,500 7,436 7,436 114,888 CHF 116,005 CHF 99.19% 99.19%
13/05/2024 0.93% 16.05 CHF 16.20 CHF 7,000 7,000 6,934 6,934 112,250 CHF 113,292 CHF 100.00% 100.00%
10/05/2024 0.93% 16.40 CHF 16.55 CHF 7,500 7,500 7,350 7,350 120,073 CHF 121,177 CHF 93.61% 99.75%
08/05/2024 0.94% 16.20 CHF 16.35 CHF 7,500 7,500 7,429 7,429 118,803 CHF 119,919 CHF 100.00% 100.00%
07/05/2024 0.65% 15.70 CHF 15.80 CHF 8,000 8,000 7,925 7,925 122,392 CHF 123,186 CHF 100.00% 100.00%
06/05/2024 0.68% 14.90 CHF 15.00 CHF 8,500 8,500 8,391 8,391 123,999 CHF 124,839 CHF 94.94% 98.49%
03/05/2024 0.70% 14.00 CHF 14.10 CHF 8,500 8,500 8,450 8,450 120,249 CHF 121,095 CHF 97.33% 97.95%
02/05/2024 0.70% 14.25 CHF 14.35 CHF 8,000 8,000 7,925 7,925 114,328 CHF 115,121 CHF 100.00% 100.00%

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