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
15/05/2024 0.07% 15.04 CHF 15.05 CHF 88,000 88,000 40,634 40,634 596,195 CHF 596,602 CHF 99.67% 99.67%
14/05/2024 0.07% 14.40 CHF 14.41 CHF 91,000 91,000 41,096 41,096 588,119 CHF 588,531 CHF 99.50% 99.50%
13/05/2024 0.07% 14.34 CHF 14.35 CHF 92,000 92,000 41,680 41,680 595,848 CHF 596,266 CHF 99.53% 99.53%
10/05/2024 0.07% 14.26 CHF 14.27 CHF 92,000 92,000 41,169 41,169 588,356 CHF 588,769 CHF 99.94% 99.94%
08/05/2024 0.07% 14.36 CHF 14.37 CHF 92,000 92,000 40,496 40,496 582,443 CHF 582,848 CHF 98.98% 98.98%
07/05/2024 0.07% 14.37 CHF 14.38 CHF 92,000 92,000 41,023 41,023 591,349 CHF 591,760 CHF 99.05% 99.05%
06/05/2024 0.07% 14.53 CHF 14.54 CHF 91,000 91,000 40,771 40,771 582,474 CHF 582,882 CHF 99.97% 99.97%
03/05/2024 0.07% 13.82 CHF 13.83 CHF 95,000 95,000 42,480 42,480 584,666 CHF 585,091 CHF 99.06% 99.06%
02/05/2024 0.08% 13.49 CHF 13.50 CHF 97,000 97,000 44,064 44,064 588,608 CHF 589,049 CHF 99.44% 99.44%
30/04/2024 0.07% 13.91 CHF 13.92 CHF 94,000 94,000 42,367 42,367 591,782 CHF 592,207 CHF 99.76% 99.76%

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