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 0.19% 5.41 CHF 5.42 CHF 114,000 114,000 114,535 114,535 615,418 CHF 616,564 CHF 99.33% 99.33%
16/05/2024 0.19% 5.38 CHF 5.39 CHF 116,000 116,000 115,026 115,026 617,633 CHF 618,784 CHF 100.00% 100.00%
15/05/2024 0.19% 5.27 CHF 5.28 CHF 116,000 116,000 115,264 115,264 600,044 CHF 601,199 CHF 99.99% 99.99%
14/05/2024 0.19% 5.19 CHF 5.20 CHF 116,000 116,000 115,491 115,491 601,534 CHF 602,689 CHF 99.99% 99.99%
13/05/2024 0.19% 5.26 CHF 5.27 CHF 116,000 116,000 115,522 115,522 606,933 CHF 608,088 CHF 100.00% 100.00%
10/05/2024 0.19% 5.23 CHF 5.24 CHF 116,000 116,000 115,522 115,522 607,120 CHF 608,275 CHF 100.00% 100.00%
08/05/2024 0.19% 5.23 CHF 5.24 CHF 116,000 116,000 115,499 115,499 604,138 CHF 605,294 CHF 99.14% 99.14%
07/05/2024 0.20% 5.15 CHF 5.16 CHF 118,000 118,000 118,003 118,003 597,132 CHF 598,313 CHF 99.82% 99.82%
06/05/2024 0.20% 5.00 CHF 5.01 CHF 120,000 120,000 119,607 119,607 593,293 CHF 594,490 CHF 100.00% 100.00%
03/05/2024 0.20% 4.94 CHF 4.95 CHF 120,000 120,000 119,839 119,839 590,269 CHF 591,468 CHF 99.99% 99.99%

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