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
22/05/2024 0.80% 125.00 CHF 126.00 CHF 15,000 3,000 15,000 3,000 1,877,370 CHF 378,474 CHF 100.00% 100.00%
21/05/2024 0.80% 125.50 CHF 126.50 CHF 15,000 3,000 14,953 2,991 1,875,360 CHF 378,064 CHF 96.57% 96.57%
17/05/2024 0.63% 125.61 CHF 126.40 CHF 15,000 15,000 15,000 15,000 1,884,060 CHF 1,895,890 CHF 100.00% 100.00%
16/05/2024 0.63% 125.11 CHF 125.90 CHF 15,000 15,000 14,984 14,984 1,875,650 CHF 1,887,470 CHF 99.90% 99.90%
15/05/2024 0.80% 125.00 CHF 126.00 CHF 15,000 15,000 14,950 14,950 1,864,950 CHF 1,879,910 CHF 98.61% 98.61%
14/05/2024 0.47% 124.50 CHF 125.50 CHF 15,000 15,000 15,000 15,000 1,870,180 CHF 1,879,060 CHF 98.85% 98.85%
13/05/2024 0.44% 124.50 CHF 125.00 CHF 15,000 15,000 15,000 15,000 1,872,300 CHF 1,880,470 CHF 99.66% 99.66%
10/05/2024 0.40% 124.50 CHF 125.00 CHF 15,000 15,000 15,000 15,000 1,867,340 CHF 1,874,840 CHF 100.00% 100.00%
08/05/2024 0.41% 123.50 CHF 124.00 CHF 15,000 15,000 15,000 15,000 1,847,320 CHF 1,854,820 CHF 97.42% 97.42%
07/05/2024 0.41% 122.50 CHF 123.00 CHF 15,000 15,000 14,998 14,998 1,828,740 CHF 1,836,240 CHF 99.77% 99.77%

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