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 0.26% 29.50 CHF 29.55 CHF 13,200 13,200 4,576 4,576 134,948 CHF 135,231 CHF 100.00% 100.00%
15/05/2024 0.27% 29.50 CHF 29.55 CHF 13,200 13,200 4,584 4,584 135,851 CHF 136,134 CHF 99.66% 99.66%
14/05/2024 0.26% 29.90 CHF 29.95 CHF 13,000 13,000 4,529 4,529 135,583 CHF 135,863 CHF 100.00% 100.00%
13/05/2024 0.27% 28.85 CHF 28.90 CHF 13,400 13,400 4,641 4,641 133,265 CHF 133,550 CHF 100.00% 100.00%
10/05/2024 0.26% 28.50 CHF 28.55 CHF 13,300 13,300 4,554 4,554 134,730 CHF 135,011 CHF 99.99% 99.99%
08/05/2024 0.28% 29.80 CHF 29.85 CHF 13,700 13,700 4,649 4,649 133,474 CHF 133,761 CHF 99.01% 99.01%
07/05/2024 0.29% 27.60 CHF 27.65 CHF 14,300 14,300 5,227 5,227 138,458 CHF 138,776 CHF 97.82% 97.82%
06/05/2024 0.17% 25.44 CHF 25.46 CHF 16,100 16,100 5,702 5,702 139,297 CHF 139,467 CHF 99.27% 99.27%
03/05/2024 0.19% 22.89 CHF 22.91 CHF 17,800 17,800 6,175 6,175 138,185 CHF 138,368 CHF 97.78% 97.78%
02/05/2024 0.18% 21.40 CHF 21.42 CHF 19,100 19,100 6,769 6,769 139,941 CHF 140,128 CHF 97.20% 97.20%

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