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 0.22% 6.64 CHF 6.65 CHF 54,000 54,000 23,155 23,155 163,591 CHF 163,893 CHF 99.31% 99.31%
15/05/2024 0.24% 6.98 CHF 6.99 CHF 52,000 52,000 23,679 23,679 160,896 CHF 161,210 CHF 98.76% 98.76%
14/05/2024 0.25% 6.63 CHF 6.64 CHF 54,000 54,000 24,770 24,770 157,130 CHF 157,453 CHF 99.48% 99.48%
13/05/2024 0.23% 6.52 CHF 6.53 CHF 54,000 54,000 24,622 24,622 162,639 CHF 162,959 CHF 98.43% 98.43%
10/05/2024 0.22% 6.60 CHF 6.61 CHF 54,000 54,000 23,557 23,557 163,558 CHF 163,863 CHF 99.99% 99.99%
08/05/2024 0.22% 7.03 CHF 7.04 CHF 52,000 52,000 23,016 23,016 160,813 CHF 161,114 CHF 98.91% 98.91%
07/05/2024 0.23% 7.44 CHF 7.45 CHF 50,000 50,000 22,171 22,171 168,227 CHF 168,560 CHF 97.68% 97.68%
06/05/2024 0.23% 7.75 CHF 7.76 CHF 48,000 48,000 21,588 21,588 168,864 CHF 169,191 CHF 98.58% 98.58%
03/05/2024 0.39% 7.29 CHF 7.30 CHF 50,000 50,000 17,126 17,126 128,654 CHF 128,966 CHF 90.75% 90.75%
02/05/2024 0.22% 7.49 CHF 7.50 CHF 50,000 50,000 21,662 21,662 156,133 CHF 156,419 CHF 99.95% 99.95%

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