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 0.22% 4.54 CHF 4.55 CHF 29,000 29,000 28,860 28,860 131,324 CHF 131,613 CHF 100.00% 100.00%
15/05/2024 0.22% 4.63 CHF 4.64 CHF 29,000 29,000 28,630 28,630 130,232 CHF 130,519 CHF 99.39% 99.39%
14/05/2024 0.23% 4.44 CHF 4.45 CHF 29,000 29,000 29,154 29,154 129,050 CHF 129,342 CHF 99.98% 99.98%
13/05/2024 0.23% 4.33 CHF 4.34 CHF 30,000 30,000 29,876 29,876 129,514 CHF 129,813 CHF 100.00% 100.00%
10/05/2024 0.23% 4.35 CHF 4.36 CHF 30,000 30,000 29,876 29,876 129,185 CHF 129,484 CHF 99.99% 99.99%
08/05/2024 0.25% 4.06 CHF 4.07 CHF 31,000 31,000 30,865 30,865 124,716 CHF 125,025 CHF 99.25% 99.25%
07/05/2024 0.25% 4.05 CHF 4.06 CHF 31,000 31,000 31,015 31,015 124,296 CHF 124,606 CHF 98.96% 98.96%
06/05/2024 0.25% 3.90 CHF 3.91 CHF 32,000 32,000 31,867 31,867 124,847 CHF 125,166 CHF 99.11% 99.11%
03/05/2024 0.25% 3.93 CHF 3.94 CHF 31,000 31,000 30,872 30,872 121,473 CHF 121,782 CHF 99.96% 99.96%
02/05/2024 0.25% 3.92 CHF 3.93 CHF 31,000 31,000 30,872 30,872 121,190 CHF 121,499 CHF 100.00% 100.00%

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