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
22/05/2024 0.12% 7.94 CHF 7.95 CHF 25,000 25,000 25,000 25,000 200,128 CHF 200,378 CHF 97.95% 97.95%
21/05/2024 0.13% 7.87 CHF 7.88 CHF 25,000 25,000 25,000 25,000 196,088 CHF 196,338 CHF 99.39% 99.39%
17/05/2024 0.13% 7.87 CHF 7.88 CHF 25,000 25,000 25,000 25,000 193,527 CHF 193,777 CHF 99.06% 99.06%
16/05/2024 0.12% 8.00 CHF 8.01 CHF 25,000 25,000 25,000 25,000 207,240 CHF 207,490 CHF 99.38% 99.38%
15/05/2024 0.11% 9.19 CHF 9.20 CHF 25,000 25,000 25,000 25,000 227,679 CHF 227,929 CHF 97.63% 97.63%
14/05/2024 0.11% 8.99 CHF 9.00 CHF 25,000 25,000 25,000 25,000 225,856 CHF 226,106 CHF 99.17% 99.17%
13/05/2024 0.11% 9.24 CHF 9.25 CHF 25,000 25,000 25,000 25,000 230,584 CHF 230,834 CHF 99.38% 99.38%
10/05/2024 0.11% 9.21 CHF 9.22 CHF 25,000 25,000 25,000 25,000 228,831 CHF 229,081 CHF 96.01% 96.01%
08/05/2024 0.12% 8.56 CHF 8.57 CHF 25,000 25,000 25,000 25,000 214,787 CHF 215,037 CHF 99.39% 99.39%
07/05/2024 0.12% 8.49 CHF 8.50 CHF 25,000 25,000 25,000 25,000 205,477 CHF 205,727 CHF 97.64% 97.64%

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