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 0.38% 2.71 CHF 2.72 CHF 62,700 62,700 63,317 63,317 165,461 CHF 166,095 CHF 100.00% 100.00%
15/05/2024 0.42% 2.40 CHF 2.41 CHF 65,000 65,000 64,831 64,831 156,148 CHF 156,798 CHF 100.00% 100.00%
14/05/2024 0.43% 2.39 CHF 2.40 CHF 63,900 63,900 64,401 64,401 150,639 CHF 151,283 CHF 99.69% 99.69%
13/05/2024 0.41% 2.43 CHF 2.44 CHF 62,900 62,900 62,675 62,675 153,566 CHF 154,192 CHF 100.00% 100.00%
10/05/2024 0.40% 2.48 CHF 2.49 CHF 63,200 63,200 63,262 63,262 156,425 CHF 157,058 CHF 100.00% 100.00%
08/05/2024 0.41% 2.45 CHF 2.46 CHF 65,300 65,300 65,335 65,335 158,119 CHF 158,772 CHF 99.08% 99.08%
07/05/2024 0.43% 2.37 CHF 2.38 CHF 68,200 68,200 68,308 68,308 159,147 CHF 159,830 CHF 99.93% 99.93%
06/05/2024 0.45% 2.25 CHF 2.26 CHF 72,400 72,400 72,452 72,452 161,343 CHF 162,067 CHF 100.00% 100.00%
03/05/2024 0.46% 2.11 CHF 2.12 CHF 72,700 72,700 72,207 72,207 155,017 CHF 155,739 CHF 99.99% 99.99%
02/05/2024 0.46% 2.15 CHF 2.16 CHF 70,400 70,400 70,307 70,307 152,916 CHF 153,619 CHF 99.99% 99.99%

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