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 0.52% 96.00 CHF 96.50 CHF 25,000 25,000 25,000 25,000 2,401,880 CHF 2,414,380 CHF 99.38% 99.38%
15/05/2024 0.50% 95.95 CHF 96.45 CHF 25,000 25,000 25,000 25,000 2,371,830 CHF 2,383,650 CHF 98.35% 98.35%
14/05/2024 0.52% 95.05 CHF 95.55 CHF 25,000 25,000 25,000 25,000 2,385,090 CHF 2,397,590 CHF 99.35% 99.35%
13/05/2024 0.52% 95.10 CHF 95.60 CHF 25,000 25,000 25,000 25,000 2,386,180 CHF 2,398,680 CHF 98.94% 98.94%
10/05/2024 0.51% 95.45 CHF 95.95 CHF 25,000 25,000 25,000 25,000 2,373,550 CHF 2,385,770 CHF 99.38% 99.38%
08/05/2024 0.48% 93.85 CHF 94.30 CHF 25,000 25,000 25,000 25,000 2,321,800 CHF 2,333,050 CHF 99.37% 99.37%
07/05/2024 0.50% 91.25 CHF 91.70 CHF 25,000 25,000 25,000 25,000 2,264,250 CHF 2,275,500 CHF 94.77% 94.77%
06/05/2024 0.49% 90.40 CHF 90.85 CHF 25,000 25,000 25,000 25,000 2,288,560 CHF 2,299,810 CHF 99.37% 99.37%
03/05/2024 0.49% 90.80 CHF 91.25 CHF 25,000 25,000 25,000 25,000 2,279,210 CHF 2,290,460 CHF 99.32% 99.32%
02/05/2024 0.49% 90.70 CHF 91.15 CHF 25,000 25,000 25,000 25,000 2,270,760 CHF 2,282,010 CHF 99.37% 99.37%

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