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
29/05/2024 0.14% 7.28 CHF 7.29 CHF 50,000 50,000 21,333 21,333 154,559 CHF 154,772 CHF 99.82% 99.82%
28/05/2024 0.14% 7.25 CHF 7.26 CHF 50,000 50,000 21,017 21,017 151,002 CHF 151,213 CHF 100.00% 100.00%
27/05/2024 0.75% 7.14 CHF 7.20 CHF 1,500 1,500 2,939 2,939 20,867 CHF 20,960 CHF 98.69% 98.69%
24/05/2024 0.15% 7.04 CHF 7.05 CHF 51,000 51,000 21,541 21,541 149,139 CHF 149,355 CHF 99.99% 99.99%
23/05/2024 0.14% 7.01 CHF 7.02 CHF 51,000 51,000 21,579 21,579 153,306 CHF 153,523 CHF 99.72% 99.72%
22/05/2024 0.15% 6.84 CHF 6.85 CHF 52,000 52,000 21,985 21,985 151,776 CHF 151,996 CHF 100.00% 100.00%
21/05/2024 0.15% 6.90 CHF 6.91 CHF 52,000 52,000 21,733 21,733 149,547 CHF 149,765 CHF 98.78% 98.78%
17/05/2024 0.15% 6.81 CHF 6.82 CHF 52,000 52,000 21,996 21,996 151,584 CHF 151,805 CHF 100.00% 100.00%
16/05/2024 0.15% 7.03 CHF 7.04 CHF 51,000 51,000 21,974 21,974 151,664 CHF 151,884 CHF 100.00% 100.00%
15/05/2024 0.15% 6.84 CHF 6.85 CHF 52,000 52,000 22,458 22,458 150,365 CHF 150,590 CHF 100.00% 100.00%

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