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 0.40% 14.46 CHF 14.52 CHF 5,700 5,700 5,658 5,658 84,560 CHF 84,899 CHF 100.00% 100.00%
15/05/2024 0.40% 16.10 CHF 16.16 CHF 5,700 5,700 6,116 6,116 92,420 CHF 92,788 CHF 99.99% 99.99%
14/05/2024 0.42% 14.68 CHF 14.74 CHF 6,000 6,000 6,000 6,000 85,036 CHF 85,396 CHF 99.98% 99.98%
13/05/2024 0.36% 14.62 CHF 14.67 CHF 6,600 6,600 6,600 6,600 92,568 CHF 92,898 CHF 100.00% 100.00%
10/05/2024 0.37% 13.35 CHF 13.40 CHF 7,100 7,100 7,100 7,100 96,063 CHF 96,418 CHF 100.00% 100.00%
08/05/2024 0.33% 12.12 CHF 12.16 CHF 8,000 8,000 8,000 8,000 95,760 CHF 96,080 CHF 99.25% 99.25%
07/05/2024 0.39% 10.90 CHF 10.94 CHF 8,300 8,300 8,299 8,299 85,729 CHF 86,061 CHF 95.45% 95.45%
06/05/2024 0.40% 10.14 CHF 10.18 CHF 8,900 8,900 8,900 8,900 88,270 CHF 88,626 CHF 98.33% 98.33%
03/05/2024 0.43% 9.49 CHF 9.53 CHF 8,800 8,800 8,800 8,800 82,232 CHF 82,584 CHF 99.81% 99.81%
02/05/2024 0.43% 9.58 CHF 9.62 CHF 9,000 9,000 9,000 9,000 84,410 CHF 84,770 CHF 99.98% 99.98%

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