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
17/05/2024 0.15% 6.72 CHF 6.73 CHF 250,000 250,000 250,000 250,000 1,643,450 CHF 1,645,990 CHF 100.00% 100.00%
16/05/2024 0.25% 6.43 CHF 6.44 CHF 250,000 250,000 210,585 210,585 1,362,050 CHF 1,364,450 CHF 99.00% 99.00%
15/05/2024 0.31% 6.44 CHF 6.48 CHF 50,000 50,000 183,464 183,464 1,162,770 CHF 1,165,100 CHF 97.70% 97.70%
14/05/2024 0.17% 6.21 CHF 6.22 CHF 250,000 250,000 247,383 247,383 1,525,130 CHF 1,527,630 CHF 97.87% 97.87%
13/05/2024 0.17% 6.09 CHF 6.10 CHF 250,000 250,000 246,257 246,257 1,514,660 CHF 1,517,150 CHF 99.93% 99.93%
10/05/2024 0.16% 6.33 CHF 6.34 CHF 250,000 250,000 250,000 250,000 1,597,910 CHF 1,600,410 CHF 98.68% 98.68%
08/05/2024 0.17% 5.91 CHF 5.92 CHF 250,000 250,000 250,000 250,000 1,474,190 CHF 1,476,690 CHF 100.00% 100.00%
07/05/2024 0.17% 5.92 CHF 5.93 CHF 250,000 250,000 250,000 250,000 1,481,650 CHF 1,484,150 CHF 99.90% 99.90%
06/05/2024 0.22% 5.98 CHF 5.99 CHF 250,000 250,000 230,383 230,383 1,371,830 CHF 1,374,280 CHF 100.00% 100.00%
03/05/2024 0.27% 5.72 CHF 5.73 CHF 250,000 250,000 214,894 214,894 1,242,080 CHF 1,244,500 CHF 97.13% 97.13%

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