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 0.13% 16.29 CHF 16.30 CHF 27,000 27,000 12,079 12,079 206,786 CHF 207,005 CHF 88.98% 88.98%
15/05/2024 0.15% 16.97 CHF 16.98 CHF 26,000 26,000 11,825 11,825 196,139 CHF 196,358 CHF 92.79% 92.79%
14/05/2024 0.15% 16.27 CHF 16.28 CHF 27,000 27,000 12,530 12,530 196,854 CHF 197,083 CHF 90.19% 90.19%
13/05/2024 0.14% 16.06 CHF 16.07 CHF 27,000 27,000 12,405 12,405 201,271 CHF 201,495 CHF 94.96% 94.96%
10/05/2024 0.14% 16.22 CHF 16.23 CHF 27,000 27,000 12,102 12,102 204,613 CHF 204,835 CHF 99.99% 99.99%
08/05/2024 0.14% 17.08 CHF 17.09 CHF 26,000 26,000 11,832 11,832 201,116 CHF 201,337 CHF 96.49% 96.49%
07/05/2024 0.18% 17.87 CHF 17.89 CHF 25,000 25,000 11,085 11,085 201,542 CHF 201,841 CHF 97.68% 97.68%
06/05/2024 0.18% 18.49 CHF 18.51 CHF 24,000 24,000 10,866 10,866 202,578 CHF 202,883 CHF 97.28% 97.28%
03/05/2024 0.30% 17.59 CHF 17.60 CHF 25,000 25,000 9,029 9,029 162,772 CHF 163,083 CHF 89.06% 89.06%
02/05/2024 0.14% 18.00 CHF 18.02 CHF 25,000 25,000 11,023 11,023 192,182 CHF 192,395 CHF 99.44% 99.44%

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