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% 33.35 CHF 33.50 CHF 2,500 2,500 2,498 2,498 82,320 CHF 82,695 CHF 100.00% 100.00%
15/05/2024 0.47% 31.85 CHF 32.00 CHF 2,600 2,600 2,593 2,593 83,168 CHF 83,558 CHF 99.99% 99.99%
14/05/2024 0.50% 31.35 CHF 31.50 CHF 2,600 2,600 2,600 2,600 78,359 CHF 78,749 CHF 99.68% 99.68%
13/05/2024 0.49% 30.75 CHF 30.90 CHF 2,600 2,600 2,600 2,600 79,904 CHF 80,294 CHF 100.00% 100.00%
10/05/2024 0.49% 30.70 CHF 30.85 CHF 2,700 2,700 2,700 2,700 83,091 CHF 83,496 CHF 100.00% 100.00%
08/05/2024 0.51% 29.05 CHF 29.20 CHF 2,800 2,800 2,800 2,800 82,012 CHF 82,432 CHF 99.09% 99.09%
07/05/2024 0.51% 29.25 CHF 29.40 CHF 2,900 2,900 2,900 2,900 84,388 CHF 84,823 CHF 99.70% 99.70%
06/05/2024 0.54% 27.75 CHF 27.90 CHF 3,000 3,000 3,000 3,000 83,168 CHF 83,618 CHF 100.00% 100.00%
03/05/2024 0.38% 26.23 CHF 26.33 CHF 3,200 3,200 3,200 3,200 83,786 CHF 84,106 CHF 99.86% 99.86%
02/05/2024 0.39% 24.94 CHF 25.04 CHF 3,100 3,100 3,100 3,100 79,228 CHF 79,538 CHF 99.97% 99.97%

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