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
17/05/2024 0.49% 142.40 CHF 143.10 CHF 5,000 5,000 5,000 5,000 710,838 CHF 714,338 CHF 99.21% 99.21%
16/05/2024 0.52% 135.00 CHF 135.70 CHF 5,000 5,000 5,000 5,000 668,215 CHF 671,715 CHF 99.38% 99.38%
15/05/2024 0.52% 134.40 CHF 135.10 CHF 5,000 5,000 5,000 5,000 666,149 CHF 669,649 CHF 99.37% 99.37%
14/05/2024 0.52% 133.70 CHF 134.40 CHF 5,000 5,000 5,000 5,000 667,162 CHF 670,662 CHF 99.36% 99.36%
13/05/2024 0.53% 132.30 CHF 133.00 CHF 5,000 5,000 5,000 5,000 662,696 CHF 666,196 CHF 98.65% 98.65%
10/05/2024 0.53% 132.80 CHF 133.50 CHF 5,000 5,000 5,000 5,000 664,857 CHF 668,357 CHF 99.36% 99.36%
08/05/2024 0.53% 130.60 CHF 131.30 CHF 5,000 5,000 5,000 5,000 650,764 CHF 654,245 CHF 99.38% 99.38%
07/05/2024 0.49% 130.40 CHF 131.10 CHF 5,000 5,000 5,000 5,000 647,320 CHF 650,482 CHF 99.37% 99.37%
06/05/2024 0.49% 129.40 CHF 130.00 CHF 5,000 5,000 5,000 5,000 648,390 CHF 651,581 CHF 99.37% 99.37%
03/05/2024 0.47% 128.80 CHF 129.40 CHF 5,000 5,000 5,000 5,000 643,127 CHF 646,129 CHF 99.34% 99.34%

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