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 0.26% 3.77 CHF 3.78 CHF 49,000 49,000 49,000 49,000 185,392 CHF 185,883 CHF 100.00% 100.00%
15/05/2024 0.27% 3.75 CHF 3.76 CHF 50,000 50,000 49,686 49,686 184,678 CHF 185,176 CHF 100.00% 100.00%
14/05/2024 0.27% 3.69 CHF 3.70 CHF 50,000 50,000 49,635 49,635 184,992 CHF 185,488 CHF 100.00% 100.00%
13/05/2024 0.32% 3.08 CHF 3.09 CHF 54,000 54,000 53,998 53,998 166,622 CHF 167,162 CHF 99.86% 99.86%
10/05/2024 0.33% 3.02 CHF 3.03 CHF 54,000 54,000 54,200 54,200 163,105 CHF 163,647 CHF 100.00% 100.00%
08/05/2024 0.33% 2.97 CHF 2.98 CHF 55,000 55,000 54,717 54,717 163,335 CHF 163,882 CHF 98.93% 98.93%
07/05/2024 0.34% 2.99 CHF 3.00 CHF 55,000 55,000 54,971 54,971 159,892 CHF 160,442 CHF 99.89% 99.89%
06/05/2024 0.34% 2.91 CHF 2.92 CHF 55,000 55,000 55,036 55,036 159,750 CHF 160,300 CHF 100.00% 100.00%
03/05/2024 0.35% 2.88 CHF 2.89 CHF 55,000 55,000 55,857 55,857 158,065 CHF 158,623 CHF 99.96% 99.96%
02/05/2024 0.36% 2.77 CHF 2.78 CHF 56,000 56,000 56,000 56,000 157,250 CHF 157,810 CHF 98.22% 98.22%

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