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 3.28% 0.28 CHF 0.29 CHF 120,000 120,000 116,838 116,838 35,117 CHF 36,285 CHF 100.00% 100.00%
28/05/2024 2.85% 0.34 CHF 0.35 CHF 120,000 120,000 116,846 116,846 40,414 CHF 41,583 CHF 99.16% 99.16%
27/05/2024 - - CHF - CHF 0 0 0 0 0 CHF 0 CHF 0.00% 0.00%
24/05/2024 2.63% 0.38 CHF 0.39 CHF 110,000 110,000 107,130 107,130 40,260 CHF 41,332 CHF 99.90% 99.90%
23/05/2024 2.56% 0.38 CHF 0.39 CHF 110,000 110,000 107,134 107,134 41,371 CHF 42,443 CHF 99.99% 99.99%
22/05/2024 2.29% 0.39 CHF 0.40 CHF 110,000 110,000 107,133 107,133 46,260 CHF 47,332 CHF 100.00% 100.00%
21/05/2024 2.25% 0.46 CHF 0.47 CHF 110,000 110,000 107,081 107,081 47,147 CHF 48,218 CHF 100.00% 100.00%
17/05/2024 2.40% 0.44 CHF 0.45 CHF 110,000 110,000 115,479 115,479 47,577 CHF 48,732 CHF 100.00% 100.00%
16/05/2024 2.82% 0.36 CHF 0.37 CHF 130,000 130,000 127,081 127,081 44,578 CHF 45,851 CHF 100.00% 100.00%
15/05/2024 2.98% 0.31 CHF 0.32 CHF 120,000 120,000 120,504 120,504 40,048 CHF 41,256 CHF 100.00% 100.00%

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