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 0.15% 14.65 CHF 14.66 CHF 27,000 27,000 11,965 11,965 185,303 CHF 185,521 CHF 88.04% 88.04%
15/05/2024 0.16% 15.33 CHF 15.34 CHF 26,000 26,000 11,901 11,901 177,897 CHF 178,116 CHF 91.25% 91.25%
14/05/2024 0.17% 14.63 CHF 14.64 CHF 27,000 27,000 12,634 12,634 177,785 CHF 178,014 CHF 89.89% 89.89%
13/05/2024 0.16% 14.42 CHF 14.43 CHF 27,000 27,000 12,228 12,228 178,350 CHF 178,574 CHF 95.26% 95.26%
10/05/2024 0.15% 14.57 CHF 14.58 CHF 27,000 27,000 12,114 12,114 184,883 CHF 185,105 CHF 99.89% 99.89%
08/05/2024 0.15% 15.43 CHF 15.44 CHF 26,000 26,000 11,715 11,715 179,867 CHF 180,087 CHF 95.88% 95.88%
07/05/2024 0.20% 16.23 CHF 16.25 CHF 25,000 25,000 11,085 11,085 183,319 CHF 183,619 CHF 97.68% 97.68%
06/05/2024 0.20% 16.85 CHF 16.87 CHF 24,000 24,000 10,840 10,840 184,358 CHF 184,663 CHF 97.35% 97.35%
03/05/2024 0.33% 15.95 CHF 15.96 CHF 25,000 25,000 8,997 8,997 147,377 CHF 147,688 CHF 87.54% 87.54%
02/05/2024 0.15% 16.35 CHF 16.37 CHF 25,000 25,000 11,037 11,037 174,199 CHF 174,412 CHF 99.45% 99.45%

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