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 0.40% 2.51 CHF 2.52 CHF 156,000 156,000 153,748 153,748 385,891 CHF 387,430 CHF 100.00% 100.00%
15/05/2024 0.39% 2.56 CHF 2.57 CHF 152,000 152,000 151,073 151,073 388,577 CHF 390,091 CHF 100.00% 100.00%
14/05/2024 0.40% 2.55 CHF 2.56 CHF 152,000 152,000 152,677 152,677 385,091 CHF 386,618 CHF 99.99% 99.99%
13/05/2024 0.40% 2.50 CHF 2.51 CHF 156,000 156,000 154,725 154,725 387,993 CHF 389,540 CHF 100.00% 100.00%
10/05/2024 0.40% 2.50 CHF 2.51 CHF 156,000 156,000 154,888 154,888 389,130 CHF 390,679 CHF 100.00% 100.00%
08/05/2024 0.39% 2.53 CHF 2.54 CHF 152,000 152,000 152,123 152,123 385,577 CHF 387,099 CHF 99.08% 99.08%
07/05/2024 0.40% 2.54 CHF 2.55 CHF 152,000 152,000 152,718 152,718 385,357 CHF 386,885 CHF 99.94% 99.94%
06/05/2024 0.42% 2.44 CHF 2.45 CHF 156,000 156,000 158,385 158,385 380,758 CHF 382,342 CHF 100.00% 100.00%
03/05/2024 0.43% 2.33 CHF 2.34 CHF 160,000 160,000 160,871 160,871 376,497 CHF 378,106 CHF 100.00% 100.00%
02/05/2024 0.43% 2.31 CHF 2.32 CHF 164,000 164,000 162,547 162,547 375,763 CHF 377,389 CHF 100.00% 100.00%

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