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
23/05/2024 0.23% 4.30 CHF 4.31 CHF 8,500 8,500 8,419 8,419 36,510 CHF 36,594 CHF 99.27% 99.27%
22/05/2024 0.24% 4.24 CHF 4.25 CHF 8,500 8,500 8,418 8,418 35,600 CHF 35,684 CHF 97.67% 100.00%
21/05/2024 0.24% 4.23 CHF 4.24 CHF 8,500 8,500 8,420 8,420 35,675 CHF 35,760 CHF 99.62% 99.62%
17/05/2024 0.24% 4.25 CHF 4.26 CHF 8,500 8,500 8,421 8,421 35,903 CHF 35,987 CHF 100.00% 100.00%
16/05/2024 0.23% 4.35 CHF 4.36 CHF 8,500 8,500 8,420 8,420 36,827 CHF 36,911 CHF 100.00% 100.00%
15/05/2024 0.24% 4.36 CHF 4.37 CHF 8,500 8,500 8,420 8,420 35,833 CHF 35,917 CHF 99.65% 99.65%
14/05/2024 0.25% 4.14 CHF 4.15 CHF 8,500 8,500 8,414 8,414 33,912 CHF 33,996 CHF 99.34% 99.34%
13/05/2024 0.25% 4.01 CHF 4.02 CHF 8,500 8,500 8,420 8,420 34,290 CHF 34,374 CHF 100.00% 100.00%
10/05/2024 0.25% 4.05 CHF 4.06 CHF 8,500 8,500 8,435 8,435 34,360 CHF 34,444 CHF 93.36% 99.47%
08/05/2024 0.25% 4.04 CHF 4.05 CHF 8,500 8,500 8,486 8,486 34,408 CHF 34,493 CHF 99.41% 99.41%

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