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 0.16% 6.42 CHF 6.43 CHF 90,000 90,000 89,863 89,863 571,206 CHF 572,106 CHF 100.00% 100.00%
15/05/2024 0.19% 6.19 CHF 6.20 CHF 100,000 100,000 96,105 96,105 570,937 CHF 571,925 CHF 99.92% 99.92%
14/05/2024 0.17% 5.75 CHF 5.76 CHF 100,000 100,000 100,000 100,000 571,867 CHF 572,867 CHF 99.72% 99.72%
13/05/2024 0.17% 5.74 CHF 5.75 CHF 100,000 100,000 100,000 100,000 576,571 CHF 577,571 CHF 100.00% 100.00%
10/05/2024 0.17% 5.67 CHF 5.68 CHF 100,000 100,000 100,000 100,000 576,391 CHF 577,391 CHF 99.99% 99.99%
08/05/2024 0.19% 5.47 CHF 5.48 CHF 100,000 100,000 99,420 99,420 542,139 CHF 543,139 CHF 99.67% 99.67%
07/05/2024 0.18% 5.56 CHF 5.57 CHF 100,000 100,000 99,956 99,956 546,503 CHF 547,503 CHF 99.75% 99.75%
06/05/2024 0.19% 5.24 CHF 5.25 CHF 100,000 100,000 100,000 100,000 517,680 CHF 518,680 CHF 100.00% 100.00%
03/05/2024 0.21% 4.90 CHF 4.91 CHF 110,000 110,000 110,000 110,000 533,316 CHF 534,416 CHF 99.63% 99.63%
02/05/2024 0.22% 4.57 CHF 4.58 CHF 110,000 110,000 110,000 110,000 504,336 CHF 505,436 CHF 99.45% 99.45%

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