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 0.07% 13.99 CHF 14.00 CHF 87,000 87,000 39,644 39,644 552,385 CHF 552,783 CHF 99.81% 99.81%
15/05/2024 0.08% 13.81 CHF 13.82 CHF 88,000 88,000 40,637 40,637 545,948 CHF 546,355 CHF 99.67% 99.67%
14/05/2024 0.08% 13.16 CHF 13.17 CHF 91,000 91,000 41,247 41,247 539,120 CHF 539,534 CHF 99.85% 99.85%
13/05/2024 0.08% 13.10 CHF 13.11 CHF 92,000 92,000 41,678 41,678 544,185 CHF 544,602 CHF 99.53% 99.53%
10/05/2024 0.08% 13.02 CHF 13.03 CHF 92,000 92,000 41,183 41,183 537,546 CHF 537,958 CHF 99.97% 99.97%
08/05/2024 0.08% 13.12 CHF 13.13 CHF 92,000 92,000 40,493 40,493 532,184 CHF 532,590 CHF 98.97% 98.97%
07/05/2024 0.08% 13.13 CHF 13.14 CHF 92,000 92,000 41,507 41,507 546,938 CHF 547,354 CHF 97.33% 97.33%
06/05/2024 0.08% 13.29 CHF 13.30 CHF 91,000 91,000 40,772 40,772 532,136 CHF 532,545 CHF 99.97% 99.97%
03/05/2024 0.08% 12.59 CHF 12.60 CHF 95,000 95,000 42,481 42,481 532,220 CHF 532,645 CHF 99.10% 99.10%
02/05/2024 0.08% 12.24 CHF 12.25 CHF 97,000 97,000 43,999 43,999 533,024 CHF 533,465 CHF 99.32% 99.32%

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