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 0.20% 7.03 CHF 7.04 CHF 54,000 54,000 23,237 23,237 173,225 CHF 173,527 CHF 98.51% 98.51%
15/05/2024 0.23% 7.37 CHF 7.38 CHF 52,000 52,000 23,672 23,672 170,108 CHF 170,421 CHF 99.02% 99.02%
14/05/2024 0.23% 7.02 CHF 7.03 CHF 54,000 54,000 24,691 24,691 166,281 CHF 166,603 CHF 99.17% 99.17%
13/05/2024 0.22% 6.91 CHF 6.92 CHF 54,000 54,000 24,623 24,623 172,281 CHF 172,601 CHF 98.43% 98.43%
10/05/2024 0.21% 6.99 CHF 7.00 CHF 54,000 54,000 23,555 23,555 172,764 CHF 173,069 CHF 99.99% 99.99%
08/05/2024 0.21% 7.42 CHF 7.43 CHF 52,000 52,000 23,019 23,019 169,857 CHF 170,157 CHF 98.76% 98.76%
07/05/2024 0.22% 7.83 CHF 7.84 CHF 50,000 50,000 22,169 22,169 176,884 CHF 177,217 CHF 97.68% 97.68%
06/05/2024 0.22% 8.14 CHF 8.15 CHF 48,000 48,000 21,633 21,633 177,657 CHF 177,985 CHF 98.35% 98.35%
03/05/2024 0.37% 7.68 CHF 7.69 CHF 50,000 50,000 17,271 17,271 136,566 CHF 136,879 CHF 91.95% 91.95%
02/05/2024 0.20% 7.88 CHF 7.89 CHF 50,000 50,000 21,668 21,668 164,684 CHF 164,970 CHF 99.97% 99.97%

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