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
05/06/2024 2.19% 0.43 CHF 0.44 CHF 77,000 77,000 77,084 77,084 35,243 CHF 36,014 CHF 100.00% 100.00%
04/06/2024 2.13% 0.47 CHF 0.48 CHF 79,000 79,000 78,789 78,789 37,012 CHF 37,801 CHF 99.92% 99.92%
03/06/2024 2.32% 0.46 CHF 0.47 CHF 89,000 89,000 86,432 86,432 37,322 CHF 38,187 CHF 99.88% 99.88%
31/05/2024 2.26% 0.44 CHF 0.45 CHF 86,000 86,000 85,883 85,883 37,977 CHF 38,837 CHF 100.00% 100.00%
30/05/2024 2.18% 0.43 CHF 0.44 CHF 77,000 77,000 77,409 77,409 35,522 CHF 36,296 CHF 100.00% 100.00%
29/05/2024 2.05% 0.47 CHF 0.48 CHF 78,000 78,000 78,017 78,017 38,100 CHF 38,881 CHF 99.97% 99.97%
28/05/2024 2.11% 0.48 CHF 0.49 CHF 80,000 80,000 79,249 79,249 37,535 CHF 38,328 CHF 99.92% 99.92%
27/05/2024 2.16% 0.47 CHF 0.48 CHF 85,000 85,000 83,394 83,394 38,667 CHF 39,502 CHF 100.00% 100.00%
24/05/2024 2.11% 0.45 CHF 0.46 CHF 82,000 82,000 82,147 82,147 38,889 CHF 39,712 CHF 94.44% 94.44%
23/05/2024 2.14% 0.46 CHF 0.47 CHF 74,000 74,000 74,154 74,154 34,716 CHF 35,458 CHF 99.26% 99.26%

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