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
24/05/2024 0.67% 3.14 CHF 3.16 CHF 26,100 26,100 26,531 26,531 78,792 CHF 79,323 CHF 100.00% 100.00%
23/05/2024 0.68% 3.00 CHF 3.02 CHF 27,600 27,600 27,696 27,696 81,407 CHF 81,961 CHF 99.99% 99.99%
22/05/2024 0.69% 2.86 CHF 2.88 CHF 26,200 26,200 26,107 26,107 75,148 CHF 75,671 CHF 100.00% 100.00%
21/05/2024 0.66% 3.07 CHF 3.09 CHF 26,000 26,000 26,106 26,106 79,020 CHF 79,542 CHF 98.62% 98.62%
17/05/2024 0.65% 3.01 CHF 3.03 CHF 25,200 25,200 25,080 25,080 77,152 CHF 77,654 CHF 99.33% 99.33%
16/05/2024 0.61% 3.33 CHF 3.35 CHF 24,600 24,600 24,722 24,722 81,331 CHF 81,826 CHF 100.00% 100.00%
15/05/2024 0.63% 3.18 CHF 3.20 CHF 25,400 25,400 25,218 25,218 80,751 CHF 81,257 CHF 99.99% 99.99%
14/05/2024 0.66% 3.13 CHF 3.15 CHF 25,600 25,600 25,865 25,865 77,817 CHF 78,334 CHF 99.69% 99.69%
13/05/2024 0.65% 3.07 CHF 3.09 CHF 25,800 25,800 25,796 25,796 79,144 CHF 79,660 CHF 100.00% 100.00%
10/05/2024 0.65% 3.06 CHF 3.08 CHF 26,900 26,900 26,901 26,901 82,652 CHF 83,190 CHF 100.00% 100.00%

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