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 0.25% 4.01 CHF 4.02 CHF 49,000 49,000 49,001 49,001 197,105 CHF 197,596 CHF 100.00% 100.00%
15/05/2024 0.25% 3.99 CHF 4.00 CHF 50,000 50,000 49,687 49,687 196,607 CHF 197,105 CHF 100.00% 100.00%
14/05/2024 0.25% 3.93 CHF 3.94 CHF 50,000 50,000 49,634 49,634 196,900 CHF 197,397 CHF 100.00% 100.00%
13/05/2024 0.30% 3.32 CHF 3.33 CHF 54,000 54,000 53,998 53,998 179,581 CHF 180,121 CHF 99.88% 99.88%
10/05/2024 0.31% 3.25 CHF 3.26 CHF 54,000 54,000 54,200 54,200 176,052 CHF 176,594 CHF 100.00% 100.00%
08/05/2024 0.31% 3.21 CHF 3.22 CHF 55,000 55,000 54,717 54,717 176,412 CHF 176,959 CHF 98.93% 98.93%
07/05/2024 0.32% 3.23 CHF 3.24 CHF 55,000 55,000 54,971 54,971 173,016 CHF 173,566 CHF 99.89% 99.89%
06/05/2024 0.32% 3.15 CHF 3.16 CHF 55,000 55,000 55,036 55,036 172,958 CHF 173,508 CHF 100.00% 100.00%
03/05/2024 0.33% 3.11 CHF 3.12 CHF 55,000 55,000 55,856 55,856 171,403 CHF 171,962 CHF 99.98% 99.98%
02/05/2024 0.33% 3.01 CHF 3.02 CHF 56,000 56,000 56,000 56,000 170,640 CHF 171,200 CHF 98.24% 98.24%

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