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 0.48% 1,050.00 CHF 1,055.00 CHF 4,400 4,400 4,400 4,400 4,620,000 CHF 4,642,000 CHF 99.73% 99.73%
15/05/2024 0.48% 1,055.00 CHF 1,060.00 CHF 4,400 4,400 4,400 4,400 4,620,520 CHF 4,642,520 CHF 98.05% 98.05%
14/05/2024 0.48% 1,050.00 CHF 1,055.00 CHF 4,400 4,400 4,400 4,400 4,620,000 CHF 4,642,000 CHF 98.86% 98.86%
13/05/2024 0.48% 1,050.00 CHF 1,055.00 CHF 4,400 4,400 4,400 4,400 4,619,940 CHF 4,642,000 CHF 99.66% 99.66%
10/05/2024 0.48% 1,050.00 CHF 1,055.00 CHF 4,400 4,400 4,400 4,400 4,620,000 CHF 4,642,000 CHF 100.00% 100.00%
08/05/2024 0.48% 1,045.00 CHF 1,050.00 CHF 4,400 4,400 4,400 4,400 4,597,840 CHF 4,619,840 CHF 97.57% 97.57%
07/05/2024 0.48% 1,040.00 CHF 1,045.00 CHF 4,400 4,400 4,400 4,400 4,570,470 CHF 4,592,470 CHF 99.58% 99.58%
06/05/2024 0.48% 1,035.00 CHF 1,040.00 CHF 4,400 4,400 4,400 4,395 4,551,190 CHF 4,568,180 CHF 100.00% 100.00%
03/05/2024 0.41% 1,030.00 CHF 1,034.00 CHF 4,400 4,400 4,400 4,400 4,527,990 CHF 4,546,450 CHF 99.83% 99.83%
02/05/2024 0.39% 1,024.00 CHF 1,028.00 CHF 4,400 4,400 4,400 4,400 4,515,200 CHF 4,532,350 CHF 100.00% 100.00%

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