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 0.25% 7.94 CHF 7.96 CHF 18,900 18,900 18,619 18,619 148,299 CHF 148,672 CHF 100.00% 100.00%
15/05/2024 0.24% 8.39 CHF 8.41 CHF 18,500 18,500 18,377 18,377 156,325 CHF 156,694 CHF 99.98% 99.98%
14/05/2024 0.25% 8.36 CHF 8.38 CHF 19,300 19,300 19,384 19,384 157,137 CHF 157,524 CHF 99.77% 99.77%
13/05/2024 0.25% 7.91 CHF 7.93 CHF 19,500 19,500 19,341 19,341 155,019 CHF 155,406 CHF 100.00% 100.00%
10/05/2024 0.25% 7.99 CHF 8.01 CHF 19,400 19,400 19,261 19,261 155,404 CHF 155,789 CHF 99.99% 99.99%
08/05/2024 0.24% 8.21 CHF 8.23 CHF 18,400 18,400 18,419 18,419 152,072 CHF 152,441 CHF 99.09% 99.09%
07/05/2024 0.24% 8.30 CHF 8.32 CHF 19,900 19,900 19,994 19,994 163,486 CHF 163,886 CHF 99.52% 99.52%
06/05/2024 0.27% 7.54 CHF 7.56 CHF 21,800 21,800 22,088 22,088 160,744 CHF 161,186 CHF 100.00% 100.00%
03/05/2024 0.29% 6.79 CHF 6.81 CHF 23,300 23,300 23,395 23,395 159,694 CHF 160,162 CHF 99.64% 99.64%
02/05/2024 0.30% 6.59 CHF 6.61 CHF 24,000 24,000 23,785 23,785 157,218 CHF 157,694 CHF 99.98% 99.98%

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