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
17/05/2024 0.08% 12.78 CHF 12.79 CHF 89,000 89,000 40,088 40,088 515,570 CHF 515,971 CHF 100.00% 100.00%
16/05/2024 0.08% 13.06 CHF 13.07 CHF 87,000 87,000 39,735 39,735 516,789 CHF 517,188 CHF 99.99% 99.99%
15/05/2024 0.08% 12.88 CHF 12.89 CHF 88,000 88,000 40,788 40,788 510,029 CHF 510,438 CHF 99.98% 99.98%
14/05/2024 0.08% 12.23 CHF 12.24 CHF 91,000 91,000 41,277 41,277 500,952 CHF 501,366 CHF 99.99% 99.99%
13/05/2024 0.08% 12.16 CHF 12.17 CHF 92,000 92,000 41,717 41,717 505,761 CHF 506,178 CHF 99.93% 99.93%
10/05/2024 0.08% 12.09 CHF 12.10 CHF 92,000 92,000 41,197 41,197 499,293 CHF 499,705 CHF 100.00% 100.00%
08/05/2024 0.08% 12.19 CHF 12.20 CHF 92,000 92,000 40,502 40,502 494,468 CHF 494,873 CHF 98.99% 98.99%
07/05/2024 0.08% 12.20 CHF 12.21 CHF 92,000 92,000 41,226 41,226 504,775 CHF 505,189 CHF 99.55% 99.55%
06/05/2024 0.08% 12.36 CHF 12.37 CHF 91,000 91,000 40,786 40,786 494,381 CHF 494,789 CHF 100.00% 100.00%
03/05/2024 0.09% 11.66 CHF 11.67 CHF 95,000 95,000 42,821 42,821 496,668 CHF 497,097 CHF 99.77% 99.77%

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