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 0.86% 3.49 CHF 3.52 CHF 27,000 27,000 26,747 26,747 93,551 CHF 94,355 CHF 100.00% 100.00%
15/05/2024 0.89% 3.48 CHF 3.51 CHF 28,000 28,000 28,050 28,050 94,732 CHF 95,575 CHF 100.00% 100.00%
14/05/2024 0.88% 3.39 CHF 3.42 CHF 28,000 28,000 27,785 27,785 95,265 CHF 96,099 CHF 99.10% 99.10%
13/05/2024 0.88% 3.40 CHF 3.43 CHF 28,000 28,000 27,737 27,737 95,264 CHF 96,097 CHF 100.00% 100.00%
10/05/2024 0.89% 3.43 CHF 3.46 CHF 29,000 29,000 28,642 28,642 97,224 CHF 98,084 CHF 87.56% 93.69%
08/05/2024 0.63% 3.28 CHF 3.30 CHF 31,000 31,000 30,708 30,708 97,902 CHF 98,517 CHF 100.00% 100.00%
07/05/2024 0.68% 3.03 CHF 3.05 CHF 32,000 32,000 32,039 32,039 95,088 CHF 95,729 CHF 99.84% 99.84%
06/05/2024 0.66% 2.95 CHF 2.97 CHF 32,000 32,000 31,602 31,602 97,188 CHF 97,821 CHF 97.97% 97.97%
03/05/2024 0.66% 3.00 CHF 3.02 CHF 32,000 32,000 31,845 31,845 96,788 CHF 97,425 CHF 97.34% 97.34%
02/05/2024 0.67% 3.00 CHF 3.02 CHF 31,000 31,000 30,785 30,785 92,576 CHF 93,192 CHF 99.76% 99.76%

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