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% 7.63 CHF 7.65 CHF 44,800 44,800 45,240 45,240 350,616 CHF 351,521 CHF 100.00% 100.00%
15/05/2024 0.26% 7.70 CHF 7.72 CHF 45,600 45,600 46,204 46,204 352,450 CHF 353,376 CHF 99.83% 99.83%
14/05/2024 0.27% 7.54 CHF 7.56 CHF 46,800 46,800 46,254 46,254 345,528 CHF 346,453 CHF 99.88% 99.88%
13/05/2024 0.26% 7.49 CHF 7.51 CHF 45,900 45,900 46,140 46,140 348,015 CHF 348,938 CHF 100.00% 100.00%
10/05/2024 0.26% 7.52 CHF 7.54 CHF 46,300 46,300 46,898 46,898 353,599 CHF 354,536 CHF 100.00% 100.00%
08/05/2024 0.27% 7.43 CHF 7.45 CHF 47,100 47,100 46,556 46,556 346,109 CHF 347,040 CHF 99.16% 99.16%
07/05/2024 0.26% 7.57 CHF 7.59 CHF 46,200 46,200 45,594 45,594 343,887 CHF 344,799 CHF 99.70% 99.70%
06/05/2024 0.26% 7.64 CHF 7.66 CHF 45,300 45,300 45,601 45,601 350,766 CHF 351,678 CHF 100.00% 100.00%
03/05/2024 0.26% 7.75 CHF 7.77 CHF 45,800 45,800 47,199 47,199 359,693 CHF 360,637 CHF 98.73% 98.73%
02/05/2024 0.28% 7.19 CHF 7.21 CHF 48,100 48,100 50,373 50,373 365,037 CHF 366,044 CHF 100.00% 100.00%

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