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 0.20% 10.19 CHF 10.21 CHF 59,000 59,000 58,849 58,849 594,922 CHF 596,102 CHF 100.00% 100.00%
14/05/2024 0.20% 10.12 CHF 10.14 CHF 59,100 59,100 59,397 59,397 598,094 CHF 599,283 CHF 99.99% 99.99%
13/05/2024 0.20% 10.03 CHF 10.05 CHF 59,600 59,600 59,600 59,600 594,119 CHF 595,311 CHF 100.00% 100.00%
10/05/2024 0.14% 9.90 CHF 9.92 CHF 59,600 59,600 59,901 59,901 595,087 CHF 595,923 CHF 100.00% 100.00%
08/05/2024 0.20% 9.89 CHF 9.91 CHF 59,900 59,900 59,899 59,899 592,229 CHF 593,427 CHF 99.16% 99.16%
07/05/2024 0.14% 9.92 CHF 9.94 CHF 59,900 59,900 60,132 60,132 595,563 CHF 596,405 CHF 99.69% 99.69%
06/05/2024 0.10% 9.86 CHF 9.87 CHF 60,300 60,300 60,420 60,420 593,158 CHF 593,762 CHF 100.00% 100.00%
03/05/2024 0.10% 9.75 CHF 9.76 CHF 60,500 60,500 60,317 60,317 590,361 CHF 590,964 CHF 98.78% 98.78%
02/05/2024 0.16% 9.88 CHF 9.89 CHF 60,200 60,200 59,358 59,358 585,194 CHF 586,141 CHF 99.97% 99.97%
30/04/2024 0.20% 10.07 CHF 10.09 CHF 59,700 59,700 59,802 59,802 594,985 CHF 596,182 CHF 100.00% 100.00%

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