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 0.14% 7.41 CHF 7.42 CHF 135,000 135,000 46,866 46,866 347,001 CHF 347,471 CHF 100.00% 100.00%
15/05/2024 0.14% 7.41 CHF 7.42 CHF 135,000 135,000 46,897 46,897 348,376 CHF 348,846 CHF 99.99% 99.99%
14/05/2024 0.14% 7.45 CHF 7.46 CHF 135,000 135,000 47,080 47,080 351,065 CHF 351,537 CHF 100.00% 100.00%
13/05/2024 0.14% 7.35 CHF 7.36 CHF 135,000 135,000 47,119 47,119 345,498 CHF 345,969 CHF 100.00% 100.00%
10/05/2024 0.14% 7.31 CHF 7.32 CHF 135,000 135,000 46,489 46,489 344,892 CHF 345,358 CHF 100.00% 100.00%
08/05/2024 0.14% 7.45 CHF 7.46 CHF 135,000 135,000 45,809 45,809 336,197 CHF 336,656 CHF 98.98% 98.98%
07/05/2024 0.14% 7.22 CHF 7.23 CHF 135,000 135,000 48,406 48,406 343,682 CHF 344,167 CHF 99.61% 99.61%
06/05/2024 0.15% 6.97 CHF 6.98 CHF 140,000 140,000 49,263 49,263 337,721 CHF 338,214 CHF 100.00% 100.00%
03/05/2024 0.16% 6.67 CHF 6.68 CHF 145,000 145,000 49,897 49,897 329,808 CHF 330,308 CHF 99.98% 99.98%
02/05/2024 0.16% 6.52 CHF 6.53 CHF 145,000 145,000 51,113 51,113 328,189 CHF 328,701 CHF 100.00% 100.00%

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