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 0.79% 5.09 CHF 5.13 CHF 15,900 15,900 15,849 15,849 79,744 CHF 80,379 CHF 100.00% 100.00%
15/05/2024 0.84% 5.09 CHF 5.13 CHF 17,700 17,700 17,928 17,928 85,723 CHF 86,442 CHF 100.00% 100.00%
14/05/2024 0.72% 4.35 CHF 4.38 CHF 21,900 21,900 22,186 22,186 92,034 CHF 92,700 CHF 99.65% 99.65%
13/05/2024 0.86% 3.44 CHF 3.47 CHF 22,700 22,700 22,606 22,606 78,776 CHF 79,455 CHF 100.00% 100.00%
10/05/2024 0.86% 3.54 CHF 3.57 CHF 23,400 23,400 23,489 23,489 81,899 CHF 82,603 CHF 100.00% 100.00%
08/05/2024 0.88% 3.41 CHF 3.44 CHF 23,500 23,500 23,535 23,535 79,788 CHF 80,494 CHF 99.06% 99.06%
07/05/2024 0.91% 3.43 CHF 3.46 CHF 24,600 24,600 24,845 24,845 81,516 CHF 82,262 CHF 97.67% 97.67%
06/05/2024 0.96% 3.15 CHF 3.18 CHF 25,000 25,000 25,160 25,160 78,388 CHF 79,143 CHF 100.00% 100.00%
03/05/2024 0.93% 3.20 CHF 3.23 CHF 25,800 25,800 25,773 25,773 82,847 CHF 83,620 CHF 99.97% 99.97%
02/05/2024 1.01% 3.01 CHF 3.04 CHF 27,700 27,700 27,736 27,736 82,279 CHF 83,111 CHF 99.98% 99.98%

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