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 0.35% 2.89 CHF 2.90 CHF 300,000 300,000 300,000 300,000 861,481 CHF 864,481 CHF 99.91% 99.91%
15/05/2024 0.35% 2.88 CHF 2.89 CHF 300,000 300,000 300,000 300,000 867,048 CHF 870,048 CHF 100.00% 100.00%
14/05/2024 0.34% 2.90 CHF 2.91 CHF 300,000 300,000 300,000 300,000 874,806 CHF 877,806 CHF 99.76% 99.76%
13/05/2024 0.34% 2.91 CHF 2.92 CHF 300,000 300,000 300,000 300,000 871,703 CHF 874,703 CHF 100.00% 100.00%
10/05/2024 0.34% 2.91 CHF 2.92 CHF 300,000 300,000 300,000 300,000 872,567 CHF 875,567 CHF 100.00% 100.00%
08/05/2024 0.34% 2.93 CHF 2.94 CHF 300,000 300,000 300,000 300,000 878,177 CHF 881,177 CHF 96.88% 96.88%
07/05/2024 0.34% 2.91 CHF 2.92 CHF 300,000 300,000 300,000 300,000 873,321 CHF 876,321 CHF 99.83% 99.83%
06/05/2024 0.35% 2.90 CHF 2.91 CHF 300,000 300,000 300,000 300,000 866,711 CHF 869,711 CHF 99.77% 99.77%
03/05/2024 0.34% 2.88 CHF 2.89 CHF 300,000 300,000 300,000 300,000 870,696 CHF 873,696 CHF 99.99% 99.99%
02/05/2024 0.34% 2.97 CHF 2.98 CHF 300,000 300,000 300,000 300,000 888,543 CHF 891,543 CHF 100.00% 100.00%

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