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% 9.56 CHF 9.57 CHF 100,000 100,000 100,000 100,000 961,531 CHF 962,531 CHF 99.02% 99.02%
15/05/2024 0.11% 9.70 CHF 9.71 CHF 100,000 100,000 98,056 98,056 941,903 CHF 942,896 CHF 97.74% 97.74%
14/05/2024 0.10% 9.59 CHF 9.60 CHF 100,000 100,000 100,000 100,000 953,838 CHF 954,838 CHF 97.90% 97.90%
13/05/2024 0.10% 9.56 CHF 9.57 CHF 100,000 100,000 100,000 100,000 953,335 CHF 954,335 CHF 100.00% 100.00%
10/05/2024 0.10% 9.51 CHF 9.52 CHF 100,000 100,000 100,000 100,000 956,853 CHF 957,853 CHF 98.68% 98.68%
08/05/2024 0.11% 9.28 CHF 9.29 CHF 100,000 100,000 100,000 100,000 927,521 CHF 928,521 CHF 100.00% 100.00%
07/05/2024 0.11% 9.18 CHF 9.19 CHF 100,000 100,000 100,000 100,000 903,770 CHF 904,770 CHF 100.00% 100.00%
06/05/2024 0.11% 8.87 CHF 8.88 CHF 100,000 100,000 100,000 100,000 883,014 CHF 884,014 CHF 99.99% 99.99%
03/05/2024 0.12% 8.65 CHF 8.66 CHF 100,000 100,000 100,000 100,000 866,512 CHF 867,512 CHF 97.43% 97.43%
02/05/2024 0.12% 8.58 CHF 8.59 CHF 100,000 100,000 100,000 100,000 859,536 CHF 860,536 CHF 99.45% 99.45%

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