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% 14.88 CHF 14.89 CHF 45,000 45,000 44,929 44,929 664,759 CHF 665,209 CHF 100.00% 100.00%
15/05/2024 0.08% 14.62 CHF 14.63 CHF 45,000 45,000 43,347 43,347 623,183 CHF 623,628 CHF 99.59% 99.59%
14/05/2024 0.07% 14.21 CHF 14.22 CHF 45,000 45,000 45,000 45,000 637,856 CHF 638,306 CHF 99.99% 99.99%
13/05/2024 0.07% 14.19 CHF 14.20 CHF 45,000 45,000 45,000 45,000 640,001 CHF 640,451 CHF 100.00% 100.00%
10/05/2024 0.07% 14.13 CHF 14.14 CHF 45,000 45,000 45,000 45,000 639,535 CHF 639,985 CHF 99.99% 99.99%
08/05/2024 0.07% 13.95 CHF 13.96 CHF 45,000 45,000 45,000 45,000 626,609 CHF 627,059 CHF 99.67% 99.67%
07/05/2024 0.07% 13.99 CHF 14.00 CHF 45,000 45,000 44,979 44,979 627,178 CHF 627,628 CHF 99.75% 99.75%
06/05/2024 0.07% 13.69 CHF 13.70 CHF 45,000 45,000 45,000 45,000 612,235 CHF 612,685 CHF 100.00% 100.00%
03/05/2024 0.08% 13.29 CHF 13.30 CHF 45,000 45,000 45,000 45,000 596,893 CHF 597,343 CHF 99.41% 99.41%
02/05/2024 0.08% 13.03 CHF 13.04 CHF 45,000 45,000 45,000 45,000 586,425 CHF 586,875 CHF 98.63% 98.63%

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