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
15/05/2024 0.29% 3.53 CHF 3.54 CHF 154,900 154,900 154,497 154,497 529,404 CHF 530,953 CHF 99.93% 99.93%
14/05/2024 0.30% 3.40 CHF 3.41 CHF 155,000 155,000 154,991 154,991 517,351 CHF 518,901 CHF 99.73% 99.73%
13/05/2024 0.30% 3.38 CHF 3.39 CHF 154,400 154,400 154,400 154,400 517,445 CHF 518,989 CHF 100.00% 100.00%
10/05/2024 0.29% 3.34 CHF 3.35 CHF 162,800 162,800 162,800 162,800 554,504 CHF 556,132 CHF 100.00% 100.00%
08/05/2024 0.33% 3.03 CHF 3.04 CHF 177,600 177,600 177,577 177,577 537,241 CHF 539,017 CHF 99.67% 99.67%
07/05/2024 0.36% 2.90 CHF 2.91 CHF 196,200 196,200 196,151 196,151 540,596 CHF 542,558 CHF 99.68% 99.68%
06/05/2024 0.39% 2.58 CHF 2.59 CHF 209,600 209,600 209,600 209,600 534,237 CHF 536,333 CHF 100.00% 100.00%
03/05/2024 0.41% 2.40 CHF 2.41 CHF 220,500 220,500 220,500 220,500 531,580 CHF 533,785 CHF 99.90% 99.90%
02/05/2024 0.43% 2.32 CHF 2.33 CHF 208,400 208,400 208,400 208,400 485,901 CHF 487,985 CHF 99.63% 99.63%
30/04/2024 0.38% 2.41 CHF 2.42 CHF 187,300 187,300 187,199 187,199 490,327 CHF 492,200 CHF 100.00% 100.00%

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