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
14/05/2024 0.27% 22.12 CHF 22.18 CHF 18,000 18,000 18,012 18,012 398,437 CHF 399,500 CHF 99.03% 99.03%
13/05/2024 0.45% 22.10 CHF 22.20 CHF 18,000 18,000 18,000 18,000 397,718 CHF 399,518 CHF 100.00% 100.00%
10/05/2024 0.45% 22.05 CHF 22.15 CHF 19,000 19,000 19,000 19,000 418,950 CHF 420,850 CHF 100.00% 100.00%
08/05/2024 0.27% 22.07 CHF 22.13 CHF 19,000 19,000 19,000 19,000 419,349 CHF 420,470 CHF 98.26% 98.26%
07/05/2024 0.27% 22.07 CHF 22.13 CHF 19,000 19,000 18,389 18,389 405,860 CHF 406,947 CHF 99.65% 99.65%
06/05/2024 0.46% 21.95 CHF 22.05 CHF 20,000 20,000 20,000 20,000 438,270 CHF 440,270 CHF 100.00% 100.00%
03/05/2024 0.41% 21.90 CHF 22.00 CHF 20,000 20,000 20,009 20,009 437,830 CHF 439,618 CHF 99.95% 99.95%
02/05/2024 0.27% 21.87 CHF 21.93 CHF 21,000 21,000 20,870 20,870 456,505 CHF 457,738 CHF 100.00% 100.00%
30/04/2024 0.46% 21.85 CHF 21.95 CHF 21,000 21,000 20,195 20,195 441,673 CHF 443,693 CHF 100.00% 100.00%
29/04/2024 0.27% 21.87 CHF 21.93 CHF 20,000 20,000 20,000 20,000 438,260 CHF 439,441 CHF 100.00% 100.00%

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