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 0.26% 7.54 CHF 7.55 CHF 68,400 68,400 45,943 45,943 344,698 CHF 345,508 CHF 99.20% 99.20%
15/05/2024 0.27% 7.45 CHF 7.46 CHF 69,000 69,000 47,268 47,268 341,975 CHF 342,814 CHF 99.82% 99.82%
14/05/2024 0.27% 7.13 CHF 7.14 CHF 71,600 71,600 48,423 48,423 342,783 CHF 343,629 CHF 95.40% 95.40%
13/05/2024 0.27% 7.10 CHF 7.11 CHF 71,700 71,700 48,007 48,007 340,026 CHF 340,874 CHF 100.00% 100.00%
10/05/2024 0.27% 7.06 CHF 7.07 CHF 71,900 71,900 48,363 48,363 341,665 CHF 342,513 CHF 96.03% 96.03%
08/05/2024 0.27% 7.11 CHF 7.12 CHF 71,400 71,400 47,767 47,767 339,547 CHF 340,392 CHF 99.94% 99.94%
07/05/2024 0.27% 7.11 CHF 7.12 CHF 71,500 71,500 47,713 47,713 340,882 CHF 341,721 CHF 98.52% 98.52%
06/05/2024 0.27% 7.19 CHF 7.20 CHF 70,700 70,700 48,150 48,150 339,052 CHF 339,906 CHF 99.77% 99.77%
03/05/2024 0.29% 6.84 CHF 6.85 CHF 73,700 73,700 49,556 49,556 336,243 CHF 337,130 CHF 96.47% 96.47%
02/05/2024 0.29% 6.67 CHF 6.68 CHF 75,500 75,500 50,659 50,659 334,379 CHF 335,278 CHF 98.81% 98.81%

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