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 0.07% 14.99 CHF 15.00 CHF 132,700 132,700 130,897 130,897 1,958,370 CHF 1,959,680 CHF 100.00% 100.00%
15/05/2024 0.07% 14.99 CHF 15.00 CHF 129,900 129,900 128,134 128,134 1,948,640 CHF 1,949,920 CHF 99.84% 99.84%
14/05/2024 0.06% 15.32 CHF 15.33 CHF 127,500 127,500 127,379 127,379 1,977,030 CHF 1,978,300 CHF 99.28% 99.28%
13/05/2024 0.06% 15.56 CHF 15.57 CHF 127,300 127,300 126,880 126,880 1,975,110 CHF 1,976,380 CHF 100.00% 100.00%
10/05/2024 0.06% 15.73 CHF 15.74 CHF 126,600 126,600 124,449 124,449 1,947,140 CHF 1,948,380 CHF 99.60% 99.60%
08/05/2024 0.06% 15.91 CHF 15.92 CHF 124,200 124,200 125,100 125,100 1,989,840 CHF 1,991,090 CHF 98.95% 98.95%
07/05/2024 0.06% 15.63 CHF 15.64 CHF 125,800 125,800 126,024 126,024 1,980,250 CHF 1,981,510 CHF 99.34% 99.34%
06/05/2024 0.06% 15.63 CHF 15.64 CHF 126,200 126,200 125,123 125,123 1,955,280 CHF 1,956,530 CHF 100.00% 100.00%
03/05/2024 0.06% 15.66 CHF 15.67 CHF 124,400 124,400 122,590 122,590 1,935,940 CHF 1,937,170 CHF 99.87% 99.87%
02/05/2024 0.06% 16.36 CHF 16.37 CHF 121,400 121,400 120,202 120,202 1,959,140 CHF 1,960,340 CHF 99.98% 99.98%

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