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
15/05/2024 4.24% 17.19 CHF 17.85 CHF 27,400 27,400 27,329 27,329 424,240 CHF 442,553 CHF 100.00% 100.00%
14/05/2024 4.16% 15.02 CHF 15.63 CHF 29,900 29,900 29,900 29,900 429,496 CHF 447,735 CHF 99.76% 99.76%
13/05/2024 4.18% 15.03 CHF 15.69 CHF 27,600 27,600 27,600 27,600 426,555 CHF 444,771 CHF 100.00% 100.00%
10/05/2024 4.13% 14.76 CHF 15.38 CHF 29,700 29,700 29,700 29,700 437,125 CHF 455,539 CHF 100.00% 100.00%
08/05/2024 4.04% 14.04 CHF 14.61 CHF 32,200 32,200 32,197 32,197 444,674 CHF 463,028 CHF 99.44% 99.44%
07/05/2024 4.02% 13.42 CHF 13.97 CHF 33,100 33,100 33,080 33,080 444,395 CHF 462,600 CHF 100.00% 100.00%
06/05/2024 3.78% 13.06 CHF 13.56 CHF 36,800 36,800 36,800 36,800 477,661 CHF 496,061 CHF 100.00% 100.00%
03/05/2024 3.53% 12.00 CHF 12.43 CHF 42,500 42,500 42,500 42,500 509,270 CHF 527,545 CHF 99.96% 99.96%
02/05/2024 3.40% 11.16 CHF 11.54 CHF 48,700 48,700 48,700 48,700 534,452 CHF 552,958 CHF 99.58% 99.58%
30/04/2024 3.74% 11.17 CHF 11.61 CHF 42,000 42,000 41,983 41,983 485,369 CHF 503,849 CHF 100.00% 100.00%

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