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 0.23% 6.07 CHF 6.08 CHF 20,000 20,000 19,911 19,911 128,227 CHF 128,520 CHF 99.55% 99.55%
15/05/2024 0.19% 6.60 CHF 6.61 CHF 20,000 20,000 23,782 23,782 149,032 CHF 149,322 CHF 99.47% 99.47%
14/05/2024 0.20% 6.05 CHF 6.07 CHF 25,000 25,000 25,000 25,000 151,331 CHF 151,630 CHF 99.55% 99.55%
13/05/2024 0.21% 6.09 CHF 6.10 CHF 20,000 20,000 20,000 20,000 124,431 CHF 124,687 CHF 99.57% 99.57%
10/05/2024 0.18% 6.50 CHF 6.52 CHF 25,000 25,000 25,000 25,000 161,066 CHF 161,360 CHF 99.51% 99.51%
08/05/2024 0.21% 5.43 CHF 5.45 CHF 25,000 25,000 25,000 25,000 135,014 CHF 135,295 CHF 99.48% 99.48%
07/05/2024 0.19% 5.56 CHF 5.57 CHF 35,000 35,000 35,000 35,000 187,918 CHF 188,268 CHF 98.47% 98.47%
06/05/2024 0.28% 3.68 CHF 3.69 CHF 35,000 35,000 35,000 35,000 124,635 CHF 124,985 CHF 99.47% 99.47%
03/05/2024 0.28% 3.38 CHF 3.39 CHF 35,000 35,000 35,000 35,000 122,750 CHF 123,100 CHF 99.53% 99.53%
02/05/2024 0.27% 3.41 CHF 3.42 CHF 30,000 30,000 26,757 26,757 98,361 CHF 98,628 CHF 99.53% 99.53%

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