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 0.86% 2.28 CHF 2.30 CHF 95,000 95,000 94,452 94,452 217,997 CHF 219,887 CHF 100.00% 100.00%
15/05/2024 0.88% 2.34 CHF 2.36 CHF 94,000 94,000 94,956 94,956 215,327 CHF 217,230 CHF 100.00% 100.00%
14/05/2024 0.95% 2.07 CHF 2.09 CHF 99,000 99,000 98,279 98,279 206,832 CHF 208,798 CHF 99.99% 99.99%
13/05/2024 0.91% 2.18 CHF 2.20 CHF 97,000 97,000 96,596 96,596 212,319 CHF 214,251 CHF 99.82% 99.82%
10/05/2024 0.87% 2.26 CHF 2.28 CHF 95,000 95,000 94,270 94,270 215,292 CHF 217,177 CHF 100.00% 100.00%
08/05/2024 0.88% 2.22 CHF 2.24 CHF 96,000 96,000 95,037 95,037 214,252 CHF 216,153 CHF 98.93% 98.93%
07/05/2024 0.91% 2.21 CHF 2.23 CHF 96,000 96,000 95,971 95,971 209,931 CHF 211,851 CHF 99.88% 99.88%
06/05/2024 0.91% 2.16 CHF 2.18 CHF 97,000 97,000 96,059 96,059 210,663 CHF 212,584 CHF 100.00% 100.00%
03/05/2024 0.91% 2.20 CHF 2.22 CHF 96,000 96,000 95,960 95,960 210,425 CHF 212,344 CHF 99.98% 99.98%
02/05/2024 0.92% 2.13 CHF 2.15 CHF 97,000 97,000 96,515 96,515 208,998 CHF 210,928 CHF 98.49% 98.49%

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