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 0.45% 2.23 CHF 2.24 CHF 41,000 41,000 40,616 40,616 90,840 CHF 91,246 CHF 100.00% 100.00%
15/05/2024 0.47% 2.23 CHF 2.24 CHF 41,000 41,000 40,617 40,617 87,425 CHF 87,831 CHF 100.00% 100.00%
14/05/2024 0.46% 2.17 CHF 2.18 CHF 41,000 41,000 40,731 40,731 89,199 CHF 89,606 CHF 98.97% 98.97%
13/05/2024 0.46% 2.17 CHF 2.18 CHF 41,000 41,000 40,582 40,582 88,970 CHF 89,377 CHF 100.00% 100.00%
10/05/2024 0.46% 2.20 CHF 2.21 CHF 41,000 41,000 40,672 40,672 88,228 CHF 88,635 CHF 87.14% 93.26%
08/05/2024 0.50% 2.08 CHF 2.09 CHF 41,000 41,000 41,361 41,361 83,202 CHF 83,616 CHF 99.48% 99.48%
07/05/2024 0.55% 1.89 CHF 1.90 CHF 42,000 42,000 41,583 41,583 76,748 CHF 77,164 CHF 99.43% 99.43%
06/05/2024 0.52% 1.84 CHF 1.85 CHF 42,000 42,000 41,522 41,522 80,053 CHF 80,469 CHF 97.68% 97.68%
03/05/2024 0.53% 1.88 CHF 1.89 CHF 42,000 42,000 41,843 41,843 79,590 CHF 80,009 CHF 97.18% 97.83%
02/05/2024 0.54% 1.87 CHF 1.88 CHF 42,000 42,000 41,604 41,604 78,101 CHF 78,517 CHF 100.00% 100.00%

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