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
17/05/2024 0.38% 2.68 CHF 2.69 CHF 48,000 48,000 27,733 27,733 73,868 CHF 74,146 CHF 99.90% 99.90%
16/05/2024 0.39% 2.62 CHF 2.63 CHF 52,000 52,000 28,728 28,728 74,751 CHF 75,039 CHF 100.00% 100.00%
15/05/2024 0.40% 2.61 CHF 2.62 CHF 52,000 52,000 28,564 28,564 73,312 CHF 73,600 CHF 99.56% 99.56%
14/05/2024 0.40% 2.52 CHF 2.53 CHF 52,000 52,000 28,765 28,765 72,550 CHF 72,838 CHF 100.00% 100.00%
13/05/2024 0.41% 2.49 CHF 2.50 CHF 52,000 52,000 28,771 28,771 71,659 CHF 71,948 CHF 100.00% 100.00%
10/05/2024 0.39% 2.53 CHF 2.54 CHF 52,000 52,000 28,446 28,446 73,255 CHF 73,540 CHF 100.00% 100.00%
08/05/2024 0.41% 2.48 CHF 2.49 CHF 52,000 52,000 28,547 28,547 70,321 CHF 70,607 CHF 97.88% 97.88%
07/05/2024 0.42% 2.45 CHF 2.46 CHF 52,000 52,000 28,860 28,860 70,232 CHF 70,522 CHF 98.43% 98.43%
06/05/2024 0.42% 2.44 CHF 2.45 CHF 52,000 52,000 28,771 28,771 70,358 CHF 70,646 CHF 100.00% 100.00%
03/05/2024 0.42% 2.38 CHF 2.39 CHF 52,000 52,000 28,528 28,528 68,636 CHF 68,922 CHF 99.98% 99.98%

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