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
23/05/2024 0.49% 2.05 CHF 2.06 CHF 142,000 142,000 137,892 137,892 283,914 CHF 285,298 CHF 100.00% 100.00%
22/05/2024 0.49% 2.05 CHF 2.06 CHF 142,000 142,000 138,576 138,576 283,860 CHF 285,246 CHF 100.00% 100.00%
21/05/2024 0.48% 2.09 CHF 2.10 CHF 140,000 140,000 137,913 137,913 285,780 CHF 287,161 CHF 100.00% 100.00%
17/05/2024 0.48% 2.08 CHF 2.09 CHF 142,000 142,000 141,133 141,133 293,651 CHF 295,062 CHF 100.00% 100.00%
16/05/2024 0.49% 2.06 CHF 2.07 CHF 142,000 142,000 142,033 142,033 291,547 CHF 292,969 CHF 100.00% 100.00%
15/05/2024 0.48% 2.07 CHF 2.08 CHF 140,000 140,000 138,911 138,911 290,636 CHF 292,028 CHF 100.00% 100.00%
14/05/2024 0.47% 2.10 CHF 2.11 CHF 140,000 140,000 137,543 137,543 292,101 CHF 293,476 CHF 99.99% 99.99%
13/05/2024 0.47% 2.11 CHF 2.12 CHF 138,000 138,000 138,771 138,771 292,794 CHF 294,181 CHF 100.00% 100.00%
10/05/2024 0.47% 2.11 CHF 2.12 CHF 140,000 140,000 137,178 137,178 292,529 CHF 293,900 CHF 100.00% 100.00%
08/05/2024 0.49% 2.07 CHF 2.08 CHF 142,000 142,000 141,582 141,582 289,842 CHF 291,258 CHF 99.06% 99.06%

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