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 0.46% 6.20 CHF 6.23 CHF 10,000 10,000 10,089 10,089 65,031 CHF 65,331 CHF 99.58% 99.58%
15/05/2024 0.50% 5.91 CHF 5.94 CHF 10,000 10,000 10,000 10,000 57,937 CHF 58,228 CHF 99.57% 99.57%
14/05/2024 0.48% 6.33 CHF 6.36 CHF 10,000 10,000 10,000 10,000 61,344 CHF 61,638 CHF 99.55% 99.55%
13/05/2024 0.46% 6.34 CHF 6.37 CHF 10,000 10,000 10,000 10,000 63,320 CHF 63,611 CHF 99.46% 99.52%
10/05/2024 0.43% 6.19 CHF 6.22 CHF 10,000 10,000 10,000 10,000 63,611 CHF 63,886 CHF 99.55% 99.55%
08/05/2024 0.43% 5.99 CHF 6.02 CHF 10,000 10,000 10,000 10,000 60,484 CHF 60,745 CHF 99.58% 99.58%
07/05/2024 0.43% 5.89 CHF 5.91 CHF 10,000 10,000 10,000 10,000 56,167 CHF 56,409 CHF 99.56% 99.56%
06/05/2024 0.41% 5.29 CHF 5.31 CHF 15,000 15,000 15,000 15,000 76,935 CHF 77,253 CHF 99.53% 99.53%
03/05/2024 0.48% 4.48 CHF 4.50 CHF 10,000 10,000 10,000 10,000 48,321 CHF 48,553 CHF 99.49% 99.49%
02/05/2024 0.45% 5.09 CHF 5.11 CHF 10,000 10,000 10,000 10,000 51,097 CHF 51,325 CHF 99.44% 99.44%

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