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 0.15% 6.58 CHF 6.59 CHF 300,000 100,000 300,000 100,000 1,987,050 CHF 663,349 CHF 99.32% 99.32%
15/05/2024 0.15% 6.54 CHF 6.55 CHF 300,000 100,000 300,000 100,000 1,954,530 CHF 652,509 CHF 99.30% 99.30%
14/05/2024 0.16% 6.51 CHF 6.52 CHF 300,000 100,000 300,000 100,000 1,931,250 CHF 644,751 CHF 99.33% 99.33%
13/05/2024 0.15% 6.44 CHF 6.45 CHF 300,000 100,000 300,000 100,000 1,964,910 CHF 655,972 CHF 98.48% 98.48%
10/05/2024 0.15% 6.52 CHF 6.53 CHF 300,000 100,000 300,000 100,000 1,985,490 CHF 662,830 CHF 99.35% 99.35%
08/05/2024 0.15% 6.60 CHF 6.61 CHF 300,000 100,000 300,000 100,000 1,948,920 CHF 650,639 CHF 99.33% 99.33%
07/05/2024 0.16% 6.45 CHF 6.46 CHF 300,000 100,000 300,000 100,000 1,920,150 CHF 641,051 CHF 99.34% 99.34%
06/05/2024 0.16% 6.28 CHF 6.29 CHF 300,000 100,000 300,000 100,000 1,868,170 CHF 623,722 CHF 99.34% 99.34%
03/05/2024 0.17% 6.13 CHF 6.14 CHF 300,000 100,000 300,000 100,000 1,802,520 CHF 601,840 CHF 93.60% 93.60%
02/05/2024 0.17% 5.98 CHF 5.99 CHF 300,000 100,000 300,000 100,000 1,801,320 CHF 601,440 CHF 99.33% 99.33%

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