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
14/05/2024 0.53% 47.60 CHF 47.85 CHF 15,000 15,000 15,000 15,000 711,444 CHF 715,194 CHF 99.38% 99.38%
13/05/2024 0.53% 47.60 CHF 47.85 CHF 15,000 15,000 15,000 15,000 709,899 CHF 713,649 CHF 98.82% 98.82%
10/05/2024 0.53% 47.00 CHF 47.25 CHF 15,000 15,000 15,000 15,000 706,715 CHF 710,465 CHF 99.37% 99.37%
08/05/2024 0.54% 46.45 CHF 46.70 CHF 15,000 15,000 15,000 15,000 695,203 CHF 698,953 CHF 99.38% 99.38%
07/05/2024 0.55% 45.75 CHF 46.00 CHF 15,000 15,000 15,000 15,000 681,842 CHF 685,592 CHF 97.35% 97.35%
06/05/2024 0.55% 45.30 CHF 45.55 CHF 15,000 15,000 15,000 15,000 678,438 CHF 682,188 CHF 99.38% 99.38%
03/05/2024 0.51% 44.95 CHF 45.20 CHF 15,000 15,000 15,000 15,000 673,480 CHF 676,935 CHF 99.38% 99.38%
02/05/2024 0.52% 45.00 CHF 45.25 CHF 15,000 15,000 15,000 15,000 673,749 CHF 677,276 CHF 99.34% 99.34%
30/04/2024 0.55% 45.00 CHF 45.25 CHF 15,000 15,000 15,000 15,000 678,311 CHF 682,061 CHF 99.38% 99.38%
29/04/2024 0.55% 45.30 CHF 45.55 CHF 15,000 15,000 15,000 15,000 677,688 CHF 681,438 CHF 99.38% 99.38%

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