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
16/05/2024 0.15% 6.70 CHF 6.71 CHF 200,000 200,000 200,000 200,000 1,347,950 CHF 1,349,950 CHF 99.08% 99.08%
15/05/2024 0.15% 6.66 CHF 6.67 CHF 200,000 200,000 200,000 200,000 1,326,460 CHF 1,328,460 CHF 99.15% 99.15%
14/05/2024 0.15% 6.63 CHF 6.64 CHF 200,000 200,000 200,000 200,000 1,311,250 CHF 1,313,250 CHF 98.91% 98.91%
13/05/2024 0.15% 6.56 CHF 6.57 CHF 200,000 200,000 200,000 200,000 1,333,540 CHF 1,335,540 CHF 99.18% 99.18%
10/05/2024 0.15% 6.64 CHF 6.65 CHF 200,000 200,000 200,000 200,000 1,346,880 CHF 1,348,880 CHF 93.13% 93.13%
08/05/2024 0.15% 6.71 CHF 6.72 CHF 200,000 200,000 200,000 200,000 1,322,990 CHF 1,324,990 CHF 99.02% 99.02%
07/05/2024 0.15% 6.57 CHF 6.58 CHF 200,000 200,000 200,000 200,000 1,303,540 CHF 1,305,540 CHF 99.00% 99.00%
06/05/2024 0.16% 6.40 CHF 6.41 CHF 200,000 200,000 200,000 200,000 1,268,660 CHF 1,270,660 CHF 98.99% 98.99%
03/05/2024 0.16% 6.25 CHF 6.26 CHF 200,000 200,000 200,000 200,000 1,226,430 CHF 1,228,430 CHF 98.86% 98.86%
02/05/2024 0.16% 6.09 CHF 6.10 CHF 200,000 200,000 200,000 200,000 1,224,370 CHF 1,226,370 CHF 98.84% 98.84%

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