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% 6.42 CHF 6.43 CHF 100,000 100,000 100,000 100,000 682,624 CHF 683,624 CHF 98.86% 98.86%
15/05/2024 0.15% 6.68 CHF 6.69 CHF 100,000 100,000 100,000 100,000 647,740 CHF 648,740 CHF 99.16% 99.16%
14/05/2024 0.16% 6.07 CHF 6.08 CHF 100,000 100,000 100,000 100,000 609,067 CHF 610,067 CHF 77.48% 77.48%
13/05/2024 0.16% 6.33 CHF 6.34 CHF 100,000 100,000 100,000 100,000 641,732 CHF 642,732 CHF 99.18% 99.18%
10/05/2024 0.15% 6.39 CHF 6.40 CHF 100,000 100,000 100,000 100,000 671,889 CHF 672,889 CHF 92.99% 92.99%
08/05/2024 0.15% 6.73 CHF 6.74 CHF 100,000 100,000 100,000 100,000 670,230 CHF 671,230 CHF 99.15% 99.15%
07/05/2024 0.14% 7.04 CHF 7.05 CHF 100,000 100,000 100,000 100,000 721,274 CHF 722,274 CHF 99.00% 99.00%
06/05/2024 0.14% 7.28 CHF 7.29 CHF 100,000 100,000 100,000 100,000 731,877 CHF 732,877 CHF 98.99% 98.99%
03/05/2024 0.14% 6.92 CHF 6.93 CHF 100,000 100,000 100,000 100,000 705,687 CHF 706,687 CHF 99.02% 99.02%
02/05/2024 0.15% 7.09 CHF 7.10 CHF 100,000 100,000 100,000 100,000 684,978 CHF 685,978 CHF 98.65% 98.65%

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