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 0.12% 8.61 CHF 8.62 CHF 200,000 200,000 199,862 199,862 1,733,000 CHF 1,735,000 CHF 100.00% 100.00%
15/05/2024 0.12% 8.74 CHF 8.75 CHF 200,000 200,000 199,600 199,600 1,727,480 CHF 1,729,480 CHF 99.93% 99.93%
14/05/2024 0.12% 8.64 CHF 8.65 CHF 200,000 200,000 199,975 199,975 1,716,980 CHF 1,718,980 CHF 99.73% 99.73%
13/05/2024 0.12% 8.61 CHF 8.62 CHF 200,000 200,000 200,000 200,000 1,716,810 CHF 1,718,810 CHF 100.00% 100.00%
10/05/2024 0.12% 8.57 CHF 8.58 CHF 200,000 200,000 200,000 200,000 1,724,480 CHF 1,726,480 CHF 100.00% 100.00%
08/05/2024 0.12% 8.32 CHF 8.33 CHF 200,000 200,000 199,960 199,960 1,663,430 CHF 1,665,430 CHF 99.67% 99.67%
07/05/2024 0.12% 8.22 CHF 8.23 CHF 200,000 200,000 199,908 199,908 1,615,680 CHF 1,617,680 CHF 99.69% 99.69%
06/05/2024 0.13% 7.92 CHF 7.93 CHF 200,000 200,000 200,000 200,000 1,575,600 CHF 1,577,600 CHF 100.00% 100.00%
03/05/2024 0.13% 7.70 CHF 7.71 CHF 200,000 200,000 200,000 200,000 1,543,890 CHF 1,545,890 CHF 99.72% 99.72%
02/05/2024 0.13% 7.63 CHF 7.64 CHF 200,000 200,000 200,000 200,000 1,528,590 CHF 1,530,590 CHF 99.53% 99.53%

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