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 0.18% 5.45 CHF 5.46 CHF 365,500 365,500 368,259 368,259 2,002,000 CHF 2,005,680 CHF 100.00% 100.00%
15/05/2024 0.19% 5.43 CHF 5.44 CHF 370,700 370,700 372,409 372,409 1,999,000 CHF 2,002,740 CHF 99.84% 99.84%
14/05/2024 0.19% 5.34 CHF 5.35 CHF 375,200 375,200 375,440 375,440 1,986,120 CHF 1,989,870 CHF 99.30% 99.30%
13/05/2024 0.19% 5.28 CHF 5.29 CHF 375,700 375,700 376,420 376,420 1,980,830 CHF 1,984,600 CHF 100.00% 100.00%
10/05/2024 0.19% 5.22 CHF 5.23 CHF 377,100 377,100 381,294 381,294 1,998,230 CHF 2,002,040 CHF 100.00% 100.00%
08/05/2024 0.19% 5.18 CHF 5.19 CHF 381,700 381,700 379,768 379,768 1,966,870 CHF 1,970,670 CHF 98.95% 98.95%
07/05/2024 0.19% 5.24 CHF 5.25 CHF 378,600 378,600 377,897 377,897 1,973,710 CHF 1,977,490 CHF 99.34% 99.34%
06/05/2024 0.19% 5.23 CHF 5.24 CHF 377,600 377,600 379,693 379,693 1,984,290 CHF 1,988,090 CHF 100.00% 100.00%
03/05/2024 0.19% 5.21 CHF 5.22 CHF 381,200 381,200 384,937 384,937 1,996,890 CHF 2,000,740 CHF 99.97% 99.97%
02/05/2024 0.20% 5.09 CHF 5.10 CHF 387,400 387,400 389,974 389,974 1,986,720 CHF 1,990,620 CHF 100.00% 100.00%

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