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% 6.71 CHF 6.72 CHF 80,000 80,000 79,874 79,874 530,717 CHF 531,517 CHF 100.00% 100.00%
15/05/2024 0.18% 6.45 CHF 6.46 CHF 80,000 80,000 76,896 76,896 472,543 CHF 473,333 CHF 99.90% 99.90%
14/05/2024 0.17% 5.92 CHF 5.93 CHF 80,000 80,000 80,000 80,000 469,459 CHF 470,259 CHF 99.71% 99.71%
13/05/2024 0.17% 5.89 CHF 5.90 CHF 80,000 80,000 80,000 80,000 474,195 CHF 474,995 CHF 100.00% 100.00%
10/05/2024 0.17% 5.81 CHF 5.82 CHF 80,000 80,000 80,000 80,000 473,879 CHF 474,679 CHF 99.97% 99.97%
08/05/2024 0.18% 5.56 CHF 5.57 CHF 80,000 80,000 79,549 79,549 440,384 CHF 441,184 CHF 99.67% 99.67%
07/05/2024 0.18% 5.65 CHF 5.66 CHF 80,000 80,000 79,961 79,961 444,649 CHF 445,449 CHF 99.75% 99.75%
06/05/2024 0.19% 5.28 CHF 5.29 CHF 80,000 80,000 80,000 80,000 416,282 CHF 417,082 CHF 100.00% 100.00%
03/05/2024 0.21% 4.85 CHF 4.86 CHF 80,000 80,000 80,000 80,000 382,424 CHF 383,224 CHF 99.28% 99.28%
02/05/2024 0.23% 4.41 CHF 4.42 CHF 90,000 90,000 90,000 90,000 398,460 CHF 399,360 CHF 99.40% 99.40%

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