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
15/05/2024 0.15% 6.87 CHF 6.88 CHF 75,000 75,000 74,850 74,850 506,364 CHF 507,114 CHF 100.00% 100.00%
14/05/2024 0.15% 6.75 CHF 6.76 CHF 75,000 75,000 74,980 74,980 503,605 CHF 504,355 CHF 99.80% 99.80%
13/05/2024 0.15% 6.63 CHF 6.64 CHF 75,000 75,000 75,000 75,000 495,741 CHF 496,491 CHF 100.00% 100.00%
10/05/2024 0.15% 6.69 CHF 6.70 CHF 75,000 75,000 75,000 75,000 506,848 CHF 507,598 CHF 100.00% 100.00%
08/05/2024 0.15% 6.77 CHF 6.78 CHF 75,000 75,000 75,000 75,000 506,690 CHF 507,440 CHF 99.77% 99.77%
07/05/2024 0.14% 7.06 CHF 7.07 CHF 75,000 75,000 74,950 74,950 531,350 CHF 532,100 CHF 98.42% 98.42%
06/05/2024 0.14% 7.10 CHF 7.11 CHF 75,000 75,000 75,000 75,000 526,926 CHF 527,676 CHF 100.00% 100.00%
03/05/2024 0.15% 6.75 CHF 6.76 CHF 75,000 75,000 75,000 75,000 500,361 CHF 501,111 CHF 99.87% 99.87%
02/05/2024 0.15% 6.67 CHF 6.68 CHF 75,000 75,000 75,000 75,000 504,547 CHF 505,297 CHF 99.55% 99.55%
30/04/2024 0.15% 6.75 CHF 6.76 CHF 75,000 75,000 74,953 74,953 513,521 CHF 514,271 CHF 100.00% 100.00%

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