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 0.10% 10.21 CHF 10.22 CHF 100,000 100,000 100,000 100,000 1,026,320 CHF 1,027,320 CHF 99.02% 99.02%
15/05/2024 0.10% 10.34 CHF 10.35 CHF 100,000 100,000 98,068 98,068 1,005,520 CHF 1,006,510 CHF 98.08% 98.08%
14/05/2024 0.10% 10.24 CHF 10.25 CHF 100,000 100,000 100,000 100,000 1,018,480 CHF 1,019,480 CHF 97.90% 97.90%
13/05/2024 0.10% 10.21 CHF 10.22 CHF 100,000 100,000 100,000 100,000 1,017,820 CHF 1,018,820 CHF 99.99% 99.99%
10/05/2024 0.10% 10.15 CHF 10.16 CHF 100,000 100,000 100,000 100,000 1,021,250 CHF 1,022,250 CHF 98.68% 98.68%
08/05/2024 0.10% 9.93 CHF 9.94 CHF 100,000 100,000 100,000 100,000 991,829 CHF 992,829 CHF 100.00% 100.00%
07/05/2024 0.10% 9.82 CHF 9.83 CHF 100,000 100,000 100,000 100,000 968,101 CHF 969,101 CHF 100.00% 100.00%
06/05/2024 0.11% 9.51 CHF 9.52 CHF 100,000 100,000 100,000 100,000 947,232 CHF 948,232 CHF 100.00% 100.00%
03/05/2024 0.11% 9.29 CHF 9.30 CHF 100,000 100,000 100,000 100,000 930,634 CHF 931,634 CHF 97.15% 97.15%
02/05/2024 0.11% 9.22 CHF 9.23 CHF 100,000 100,000 100,000 100,000 923,746 CHF 924,746 CHF 99.31% 99.31%

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