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 0.39% 2.58 CHF 2.59 CHF 54,000 54,000 54,214 54,214 138,097 CHF 138,640 CHF 100.00% 100.00%
15/05/2024 0.39% 2.54 CHF 2.55 CHF 54,000 54,000 53,477 53,477 138,358 CHF 138,894 CHF 100.00% 100.00%
14/05/2024 0.38% 2.67 CHF 2.68 CHF 52,000 52,000 53,186 53,186 139,191 CHF 139,723 CHF 99.99% 99.99%
13/05/2024 0.41% 2.50 CHF 2.51 CHF 55,000 55,000 55,850 55,850 136,477 CHF 137,035 CHF 100.00% 100.00%
10/05/2024 0.40% 2.45 CHF 2.46 CHF 56,000 56,000 55,252 55,252 136,727 CHF 137,279 CHF 100.00% 100.00%
08/05/2024 0.41% 2.46 CHF 2.47 CHF 56,000 56,000 55,991 55,991 137,630 CHF 138,190 CHF 99.06% 99.06%
07/05/2024 0.41% 2.44 CHF 2.45 CHF 56,000 56,000 55,998 55,998 136,723 CHF 137,283 CHF 99.66% 99.66%
06/05/2024 0.41% 2.43 CHF 2.44 CHF 56,000 56,000 56,520 56,520 136,044 CHF 136,609 CHF 100.00% 100.00%
03/05/2024 0.41% 2.39 CHF 2.40 CHF 57,000 57,000 56,891 56,891 137,370 CHF 137,939 CHF 100.00% 100.00%
02/05/2024 0.41% 2.40 CHF 2.41 CHF 57,000 57,000 56,157 56,157 137,087 CHF 137,649 CHF 100.00% 100.00%

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