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 0.07% 13.98 CHF 13.99 CHF 100,000 100,000 100,000 100,000 1,391,680 CHF 1,392,680 CHF 98.07% 98.07%
15/05/2024 0.07% 13.73 CHF 13.74 CHF 100,000 100,000 100,000 100,000 1,343,400 CHF 1,344,400 CHF 97.85% 97.85%
14/05/2024 0.08% 13.21 CHF 13.22 CHF 100,000 100,000 100,000 100,000 1,317,050 CHF 1,318,050 CHF 92.49% 92.49%
13/05/2024 0.08% 13.19 CHF 13.20 CHF 100,000 100,000 100,000 100,000 1,320,980 CHF 1,321,980 CHF 98.36% 98.36%
10/05/2024 0.08% 13.10 CHF 13.11 CHF 100,000 100,000 100,000 100,000 1,321,400 CHF 1,322,400 CHF 99.41% 99.41%
08/05/2024 0.08% 12.84 CHF 12.85 CHF 100,000 100,000 100,000 100,000 1,281,700 CHF 1,282,700 CHF 98.92% 98.92%
07/05/2024 0.08% 12.92 CHF 12.93 CHF 100,000 100,000 100,000 100,000 1,281,990 CHF 1,282,990 CHF 97.56% 97.56%
06/05/2024 0.08% 12.55 CHF 12.56 CHF 100,000 100,000 100,000 100,000 1,244,310 CHF 1,245,310 CHF 98.42% 98.42%
03/05/2024 0.08% 12.05 CHF 12.06 CHF 100,000 100,000 100,000 100,000 1,198,640 CHF 1,199,640 CHF 97.59% 97.59%
02/05/2024 0.09% 11.64 CHF 11.65 CHF 100,000 100,000 100,000 100,000 1,165,480 CHF 1,166,480 CHF 99.34% 99.34%

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