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 3.67% 0.41 CHF 0.42 CHF 104,000 104,000 46,528 46,528 19,480 CHF 20,086 CHF 100.00% 100.00%
15/05/2024 3.53% 0.42 CHF 0.43 CHF 104,000 104,000 46,543 46,543 19,871 CHF 20,477 CHF 100.00% 100.00%
14/05/2024 3.45% 0.43 CHF 0.44 CHF 104,000 104,000 46,611 46,611 20,458 CHF 21,063 CHF 99.98% 99.98%
13/05/2024 3.52% 0.44 CHF 0.45 CHF 104,000 104,000 46,644 46,644 20,212 CHF 20,818 CHF 100.00% 100.00%
10/05/2024 3.46% 0.45 CHF 0.46 CHF 104,000 104,000 46,628 46,628 20,458 CHF 21,063 CHF 100.00% 100.00%
08/05/2024 2.97% 0.50 CHF 0.51 CHF 106,000 106,000 47,328 47,328 24,175 CHF 24,794 CHF 99.07% 99.07%
07/05/2024 3.24% 0.47 CHF 0.48 CHF 106,000 106,000 47,805 47,805 22,579 CHF 23,202 CHF 99.94% 99.94%
06/05/2024 2.97% 0.49 CHF 0.50 CHF 106,000 106,000 48,146 48,146 24,348 CHF 24,973 CHF 100.00% 100.00%
03/05/2024 2.81% 0.51 CHF 0.52 CHF 108,000 108,000 48,513 48,513 25,804 CHF 26,433 CHF 99.99% 99.99%
02/05/2024 2.81% 0.56 CHF 0.57 CHF 108,000 108,000 48,172 48,172 26,609 CHF 27,236 CHF 100.00% 100.00%

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