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 0.17% 6.18 CHF 6.19 CHF 66,000 66,000 29,668 29,668 181,891 CHF 182,189 CHF 99.99% 99.99%
15/05/2024 0.19% 5.96 CHF 5.97 CHF 73,600 73,600 33,696 33,696 184,516 CHF 184,854 CHF 100.00% 100.00%
14/05/2024 0.20% 5.11 CHF 5.12 CHF 78,500 78,500 35,273 35,273 176,079 CHF 176,432 CHF 99.99% 99.99%
13/05/2024 0.20% 5.02 CHF 5.03 CHF 80,100 80,100 36,159 36,159 180,279 CHF 180,641 CHF 100.00% 100.00%
10/05/2024 0.21% 4.94 CHF 4.95 CHF 83,600 83,600 37,161 37,161 184,917 CHF 185,289 CHF 99.98% 99.98%
08/05/2024 0.20% 5.06 CHF 5.07 CHF 78,000 78,000 34,172 34,172 173,988 CHF 174,330 CHF 98.98% 98.98%
07/05/2024 0.20% 5.10 CHF 5.11 CHF 73,900 73,900 33,328 33,328 171,708 CHF 172,042 CHF 97.82% 97.82%
06/05/2024 0.21% 5.34 CHF 5.35 CHF 80,900 80,900 36,334 36,334 183,986 CHF 184,350 CHF 100.00% 100.00%
03/05/2024 0.23% 4.53 CHF 4.54 CHF 92,900 92,900 41,880 41,880 186,530 CHF 186,950 CHF 99.75% 99.75%
02/05/2024 0.26% 4.10 CHF 4.11 CHF 104,100 104,100 47,152 47,152 187,488 CHF 187,960 CHF 99.98% 99.98%

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