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 0.46% 6.72 CHF 6.75 CHF 24,600 24,600 25,200 25,200 165,737 CHF 166,493 CHF 99.97% 99.97%
13/05/2024 0.47% 6.48 CHF 6.51 CHF 25,600 25,600 25,660 25,660 162,224 CHF 162,994 CHF 100.00% 100.00%
10/05/2024 0.48% 6.14 CHF 6.17 CHF 25,700 25,700 26,301 26,301 163,677 CHF 164,466 CHF 100.00% 100.00%
08/05/2024 0.49% 6.13 CHF 6.16 CHF 26,100 26,100 26,160 26,160 160,245 CHF 161,030 CHF 99.16% 99.16%
07/05/2024 0.49% 6.21 CHF 6.24 CHF 26,200 26,200 26,676 26,676 164,150 CHF 164,950 CHF 99.69% 99.69%
06/05/2024 0.50% 6.03 CHF 6.06 CHF 27,000 27,000 27,301 27,301 161,968 CHF 162,787 CHF 100.00% 100.00%
03/05/2024 0.51% 5.78 CHF 5.81 CHF 27,500 27,500 27,012 27,012 158,389 CHF 159,199 CHF 98.71% 98.71%
02/05/2024 0.49% 6.10 CHF 6.13 CHF 26,700 26,700 24,895 24,895 150,749 CHF 151,496 CHF 99.97% 99.97%
30/04/2024 0.47% 6.65 CHF 6.68 CHF 25,500 25,500 25,732 25,732 163,168 CHF 163,940 CHF 99.98% 99.98%
29/04/2024 0.49% 6.06 CHF 6.09 CHF 25,900 25,900 25,840 25,840 158,896 CHF 159,671 CHF 99.81% 99.81%

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