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
29/05/2024 2.10% 9.32 CHF 9.36 CHF 19,900 19,900 8,808 8,808 77,198 CHF 78,289 CHF 99.34% 99.34%
28/05/2024 2.11% 8.39 CHF 8.43 CHF 19,000 19,000 8,541 8,541 71,854 CHF 72,927 CHF 100.00% 100.00%
27/05/2024 2.41% 8.33 CHF 8.49 CHF 7,600 7,600 6,098 6,098 50,689 CHF 51,870 CHF 99.05% 99.05%
24/05/2024 2.17% 8.23 CHF 8.27 CHF 19,100 19,100 8,596 8,596 70,329 CHF 71,404 CHF 99.41% 99.41%
23/05/2024 2.04% 8.19 CHF 8.22 CHF 22,200 22,200 9,801 9,801 76,576 CHF 77,610 CHF 99.29% 99.29%
22/05/2024 2.07% 7.51 CHF 7.54 CHF 22,700 22,700 10,177 10,177 74,247 CHF 75,310 CHF 100.00% 100.00%
21/05/2024 2.09% 7.31 CHF 7.34 CHF 24,600 24,600 11,080 11,080 75,698 CHF 76,788 CHF 98.46% 98.46%
17/05/2024 2.14% 6.91 CHF 6.94 CHF 23,900 23,900 10,753 10,753 73,870 CHF 74,965 CHF 99.36% 99.36%
16/05/2024 2.15% 6.87 CHF 6.90 CHF 26,600 26,600 11,755 11,755 75,713 CHF 76,811 CHF 100.00% 100.00%
15/05/2024 2.17% 6.24 CHF 6.27 CHF 21,100 21,100 9,748 9,748 66,529 CHF 67,579 CHF 100.00% 100.00%

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