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 0.52% 115.40 CHF 116.00 CHF 25,000 25,000 25,000 25,000 2,896,130 CHF 2,911,130 CHF 99.38% 99.38%
15/05/2024 0.51% 117.20 CHF 117.80 CHF 25,000 25,000 25,000 25,000 2,920,300 CHF 2,935,300 CHF 98.35% 98.35%
14/05/2024 0.51% 117.30 CHF 117.90 CHF 25,000 25,000 25,000 25,000 2,909,080 CHF 2,924,080 CHF 99.37% 99.37%
13/05/2024 0.52% 115.90 CHF 116.50 CHF 25,000 25,000 25,000 25,000 2,893,030 CHF 2,908,030 CHF 98.95% 98.95%
10/05/2024 0.52% 115.10 CHF 115.70 CHF 25,000 25,000 25,000 25,000 2,849,980 CHF 2,864,980 CHF 99.37% 99.37%
08/05/2024 0.54% 111.50 CHF 112.10 CHF 25,000 25,000 25,000 25,000 2,786,890 CHF 2,801,890 CHF 99.36% 99.36%
07/05/2024 0.46% 109.70 CHF 110.20 CHF 25,000 25,000 25,000 25,000 2,721,390 CHF 2,733,910 CHF 94.70% 94.70%
06/05/2024 0.46% 106.80 CHF 107.30 CHF 25,000 25,000 25,000 25,000 2,690,580 CHF 2,703,080 CHF 99.37% 99.37%
03/05/2024 0.46% 106.60 CHF 107.10 CHF 25,000 25,000 25,000 25,000 2,691,900 CHF 2,704,400 CHF 99.36% 99.36%
02/05/2024 0.46% 108.30 CHF 108.80 CHF 25,000 25,000 25,000 25,000 2,715,130 CHF 2,727,630 CHF 99.38% 99.38%

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