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 0.21% 6.93 CHF 6.94 CHF 54,000 54,000 23,170 23,170 170,500 CHF 170,802 CHF 99.81% 99.81%
15/05/2024 0.23% 7.27 CHF 7.28 CHF 52,000 52,000 23,625 23,625 167,442 CHF 167,756 CHF 98.53% 98.53%
14/05/2024 0.24% 6.92 CHF 6.93 CHF 54,000 54,000 24,770 24,770 164,423 CHF 164,746 CHF 99.48% 99.48%
13/05/2024 0.22% 6.82 CHF 6.83 CHF 54,000 54,000 24,622 24,622 169,867 CHF 170,187 CHF 98.43% 98.43%
10/05/2024 0.21% 6.90 CHF 6.91 CHF 54,000 54,000 23,559 23,559 170,495 CHF 170,800 CHF 100.00% 100.00%
08/05/2024 0.21% 7.32 CHF 7.33 CHF 52,000 52,000 23,019 23,019 167,603 CHF 167,903 CHF 98.76% 98.76%
07/05/2024 0.23% 7.73 CHF 7.74 CHF 50,000 50,000 22,009 22,009 173,486 CHF 173,818 CHF 99.92% 99.92%
06/05/2024 0.22% 8.04 CHF 8.05 CHF 48,000 48,000 21,719 21,719 176,256 CHF 176,584 CHF 97.59% 97.59%
03/05/2024 0.38% 7.58 CHF 7.59 CHF 50,000 50,000 17,207 17,207 134,320 CHF 134,633 CHF 91.62% 91.62%
02/05/2024 0.21% 7.78 CHF 7.79 CHF 50,000 50,000 21,596 21,596 162,006 CHF 162,292 CHF 99.97% 99.97%

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