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 0.14% 35.00 CHF 35.05 CHF 4,600 4,600 4,578 4,578 163,455 CHF 163,684 CHF 99.79% 99.79%
15/05/2024 0.15% 34.15 CHF 34.20 CHF 4,400 4,400 4,372 4,372 147,632 CHF 147,851 CHF 99.55% 99.55%
14/05/2024 0.14% 35.30 CHF 35.35 CHF 4,400 4,400 4,382 4,382 152,024 CHF 152,243 CHF 99.67% 99.67%
13/05/2024 0.14% 35.30 CHF 35.35 CHF 4,400 4,400 4,382 4,382 154,240 CHF 154,459 CHF 100.00% 100.00%
10/05/2024 0.14% 34.70 CHF 34.75 CHF 4,500 4,500 4,481 4,481 158,005 CHF 158,229 CHF 100.00% 100.00%
08/05/2024 0.15% 33.40 CHF 33.45 CHF 4,700 4,700 4,695 4,695 157,597 CHF 157,832 CHF 99.08% 99.08%
07/05/2024 0.15% 33.15 CHF 33.20 CHF 4,800 4,800 4,967 4,967 160,568 CHF 160,816 CHF 99.53% 99.53%
06/05/2024 0.16% 31.35 CHF 31.40 CHF 5,300 5,300 5,278 5,278 162,631 CHF 162,894 CHF 100.00% 100.00%
03/05/2024 0.17% 28.70 CHF 28.75 CHF 5,100 5,100 5,079 5,079 151,149 CHF 151,403 CHF 99.68% 99.68%
02/05/2024 0.16% 30.60 CHF 30.65 CHF 5,200 5,200 5,179 5,179 158,673 CHF 158,932 CHF 99.99% 99.99%

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