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 0.40% 2.60 CHF 2.61 CHF 52,000 52,000 28,729 28,729 74,011 CHF 74,299 CHF 100.00% 100.00%
15/05/2024 0.41% 2.59 CHF 2.60 CHF 52,000 52,000 28,563 28,563 72,599 CHF 72,888 CHF 99.56% 99.56%
14/05/2024 0.41% 2.49 CHF 2.50 CHF 52,000 52,000 28,764 28,764 71,823 CHF 72,111 CHF 100.00% 100.00%
13/05/2024 0.41% 2.46 CHF 2.47 CHF 52,000 52,000 28,770 28,770 70,922 CHF 71,210 CHF 100.00% 100.00%
10/05/2024 0.40% 2.50 CHF 2.51 CHF 52,000 52,000 28,447 28,447 72,509 CHF 72,794 CHF 100.00% 100.00%
08/05/2024 0.42% 2.45 CHF 2.46 CHF 52,000 52,000 28,525 28,525 69,550 CHF 69,836 CHF 98.63% 98.63%
07/05/2024 0.42% 2.42 CHF 2.43 CHF 52,000 52,000 28,863 28,863 69,466 CHF 69,755 CHF 98.42% 98.42%
06/05/2024 0.42% 2.42 CHF 2.43 CHF 52,000 52,000 28,771 28,771 69,646 CHF 69,934 CHF 100.00% 100.00%
03/05/2024 0.43% 2.35 CHF 2.36 CHF 52,000 52,000 28,527 28,527 67,892 CHF 68,178 CHF 99.94% 99.94%
02/05/2024 0.65% 2.40 CHF 2.41 CHF 52,000 52,000 19,463 19,463 46,147 CHF 46,392 CHF 100.00% 100.00%

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