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 0.33% 3.03 CHF 3.04 CHF 37,000 37,000 36,880 36,880 111,488 CHF 111,857 CHF 100.00% 100.00%
15/05/2024 0.33% 3.04 CHF 3.05 CHF 37,000 37,000 36,927 36,927 111,026 CHF 111,396 CHF 100.00% 100.00%
14/05/2024 0.34% 2.99 CHF 3.00 CHF 37,000 37,000 36,999 36,999 109,470 CHF 109,840 CHF 100.00% 100.00%
13/05/2024 0.34% 2.92 CHF 2.93 CHF 37,000 37,000 37,000 37,000 110,017 CHF 110,387 CHF 100.00% 100.00%
10/05/2024 0.34% 2.95 CHF 2.96 CHF 37,000 37,000 37,196 37,196 108,354 CHF 108,726 CHF 100.00% 100.00%
08/05/2024 0.36% 2.83 CHF 2.84 CHF 38,000 38,000 38,000 38,000 106,578 CHF 106,958 CHF 99.08% 99.08%
07/05/2024 0.35% 2.88 CHF 2.89 CHF 38,000 38,000 37,964 37,964 108,891 CHF 109,270 CHF 99.93% 99.93%
06/05/2024 0.36% 2.81 CHF 2.82 CHF 38,000 38,000 38,020 38,020 106,036 CHF 106,416 CHF 100.00% 100.00%
03/05/2024 0.36% 2.76 CHF 2.77 CHF 39,000 39,000 38,363 38,363 106,288 CHF 106,672 CHF 99.97% 99.97%
02/05/2024 0.38% 2.65 CHF 2.66 CHF 39,000 39,000 39,126 39,126 104,031 CHF 104,422 CHF 99.99% 99.99%

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