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 0.35% 12.60 CHF 12.62 CHF 10,300 10,300 5,655 5,655 71,686 CHF 71,903 CHF 99.03% 99.03%
15/05/2024 0.39% 12.10 CHF 12.12 CHF 11,500 11,500 6,457 6,457 73,438 CHF 73,686 CHF 99.96% 99.96%
14/05/2024 0.39% 10.81 CHF 10.82 CHF 12,400 12,400 6,923 6,923 73,279 CHF 73,511 CHF 92.54% 92.54%
13/05/2024 0.38% 10.58 CHF 10.60 CHF 12,200 12,200 6,572 6,572 72,616 CHF 72,864 CHF 99.72% 99.72%
10/05/2024 0.39% 10.55 CHF 10.56 CHF 12,700 12,700 6,984 6,984 74,263 CHF 74,502 CHF 99.99% 99.99%
08/05/2024 0.34% 10.25 CHF 10.26 CHF 13,300 13,300 7,174 7,174 71,649 CHF 71,852 CHF 98.95% 98.95%
07/05/2024 0.39% 10.45 CHF 10.46 CHF 12,300 12,300 6,823 6,823 71,817 CHF 72,050 CHF 99.33% 99.33%
06/05/2024 0.35% 9.97 CHF 9.98 CHF 13,700 13,700 7,603 7,603 73,738 CHF 73,951 CHF 98.84% 98.84%
03/05/2024 0.40% 9.19 CHF 9.20 CHF 15,800 15,800 8,828 8,828 77,011 CHF 77,261 CHF 97.78% 97.78%
02/05/2024 0.32% 8.10 CHF 8.11 CHF 17,200 17,200 9,353 9,353 75,965 CHF 76,173 CHF 99.44% 99.44%

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