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
29/05/2024 0.21% 4.77 CHF 4.78 CHF 41,300 41,300 41,250 41,250 196,985 CHF 197,397 CHF 99.47% 99.47%
28/05/2024 0.21% 4.73 CHF 4.74 CHF 40,700 40,700 40,469 40,469 194,872 CHF 195,277 CHF 100.00% 100.00%
27/05/2024 0.21% 4.81 CHF 4.82 CHF 40,400 40,400 39,792 39,792 192,834 CHF 193,236 CHF 99.79% 99.79%
24/05/2024 0.20% 4.87 CHF 4.88 CHF 39,500 39,500 38,487 38,487 188,950 CHF 189,335 CHF 99.99% 99.99%
23/05/2024 0.20% 5.01 CHF 5.02 CHF 38,400 38,400 38,386 38,386 196,736 CHF 197,120 CHF 99.65% 99.65%
22/05/2024 0.20% 4.94 CHF 4.95 CHF 37,200 37,200 37,200 37,200 187,824 CHF 188,196 CHF 100.00% 100.00%
21/05/2024 0.19% 5.30 CHF 5.31 CHF 35,900 35,900 35,893 35,893 192,220 CHF 192,579 CHF 98.79% 98.79%
17/05/2024 0.18% 5.44 CHF 5.45 CHF 36,900 36,900 36,900 36,900 199,942 CHF 200,311 CHF 99.26% 99.26%
16/05/2024 0.19% 5.30 CHF 5.31 CHF 40,300 40,300 40,252 40,252 214,461 CHF 214,864 CHF 100.00% 100.00%
15/05/2024 0.22% 4.65 CHF 4.66 CHF 43,200 43,200 43,087 43,087 197,841 CHF 198,273 CHF 99.99% 99.99%

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