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 0.13% 7.89 CHF 7.90 CHF 70,700 70,700 69,132 69,132 546,834 CHF 547,526 CHF 100.00% 100.00%
21/05/2024 0.12% 8.11 CHF 8.12 CHF 68,100 68,100 68,032 68,032 550,835 CHF 551,515 CHF 99.16% 99.16%
17/05/2024 0.12% 8.22 CHF 8.23 CHF 67,600 67,600 66,098 66,098 539,521 CHF 540,182 CHF 100.00% 100.00%
16/05/2024 0.12% 8.36 CHF 8.37 CHF 65,100 65,100 65,518 65,518 552,811 CHF 553,466 CHF 100.00% 100.00%
15/05/2024 0.12% 8.40 CHF 8.41 CHF 65,900 65,900 66,392 66,392 554,635 CHF 555,300 CHF 99.83% 99.83%
14/05/2024 0.12% 8.30 CHF 8.31 CHF 67,000 67,000 66,512 66,512 548,388 CHF 549,054 CHF 99.87% 99.87%
13/05/2024 0.12% 8.26 CHF 8.27 CHF 66,200 66,200 66,380 66,380 550,613 CHF 551,277 CHF 100.00% 100.00%
10/05/2024 0.12% 8.28 CHF 8.29 CHF 66,500 66,500 67,158 67,158 556,922 CHF 557,593 CHF 100.00% 100.00%
08/05/2024 0.12% 8.22 CHF 8.23 CHF 67,300 67,300 66,816 66,816 549,145 CHF 549,813 CHF 99.16% 99.16%
07/05/2024 0.12% 8.31 CHF 8.32 CHF 66,500 66,500 65,953 65,953 546,920 CHF 547,579 CHF 99.70% 99.70%

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