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 0.27% 7.32 CHF 7.34 CHF 73,600 73,600 70,236 70,236 512,890 CHF 514,296 CHF 99.99% 99.99%
15/05/2024 0.26% 7.34 CHF 7.36 CHF 68,100 68,100 65,348 65,348 507,761 CHF 509,071 CHF 99.83% 99.83%
14/05/2024 0.24% 7.98 CHF 8.00 CHF 63,800 63,800 63,494 63,494 531,974 CHF 533,244 CHF 99.95% 99.95%
13/05/2024 0.23% 8.47 CHF 8.49 CHF 63,400 63,400 62,620 62,620 533,034 CHF 534,287 CHF 100.00% 100.00%
10/05/2024 0.23% 8.86 CHF 8.88 CHF 62,100 62,100 58,445 58,445 507,452 CHF 508,621 CHF 100.00% 100.00%
08/05/2024 0.22% 9.27 CHF 9.29 CHF 57,900 57,900 59,344 59,344 549,420 CHF 550,607 CHF 98.95% 98.95%
07/05/2024 0.23% 8.71 CHF 8.73 CHF 60,400 60,400 60,812 60,812 539,727 CHF 540,943 CHF 99.34% 99.34%
06/05/2024 0.23% 8.74 CHF 8.76 CHF 61,200 61,200 59,286 59,286 518,587 CHF 519,772 CHF 100.00% 100.00%
03/05/2024 0.22% 8.83 CHF 8.85 CHF 58,000 58,000 55,042 55,042 500,350 CHF 501,451 CHF 99.82% 99.82%
02/05/2024 0.20% 10.27 CHF 10.29 CHF 53,100 53,100 51,244 51,244 520,240 CHF 521,264 CHF 99.98% 99.98%

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