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 0.90% 2.26 CHF 2.28 CHF 26,700 26,700 26,863 26,863 59,157 CHF 59,695 CHF 99.98% 99.98%
22/05/2024 0.93% 2.12 CHF 2.14 CHF 24,300 24,300 24,233 24,233 51,760 CHF 52,245 CHF 100.00% 100.00%
21/05/2024 0.86% 2.36 CHF 2.38 CHF 24,300 24,300 24,406 24,406 56,366 CHF 56,854 CHF 98.61% 98.61%
17/05/2024 0.84% 2.29 CHF 2.31 CHF 22,400 22,400 22,312 22,312 52,831 CHF 53,277 CHF 99.33% 99.33%
16/05/2024 0.76% 2.67 CHF 2.69 CHF 22,400 22,400 22,479 22,479 59,064 CHF 59,514 CHF 100.00% 100.00%
15/05/2024 0.79% 2.50 CHF 2.52 CHF 23,300 23,300 23,212 23,212 58,576 CHF 59,041 CHF 99.99% 99.99%
14/05/2024 0.87% 2.44 CHF 2.46 CHF 23,600 23,600 23,874 23,874 54,856 CHF 55,334 CHF 99.69% 99.69%
13/05/2024 0.84% 2.37 CHF 2.39 CHF 23,900 23,900 23,896 23,896 56,574 CHF 57,052 CHF 100.00% 100.00%
10/05/2024 0.84% 2.36 CHF 2.38 CHF 25,600 25,600 25,560 25,560 60,647 CHF 61,158 CHF 100.00% 100.00%
08/05/2024 0.90% 2.18 CHF 2.20 CHF 26,000 26,000 25,944 25,944 57,196 CHF 57,715 CHF 99.08% 99.08%

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