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 0.36% 2.81 CHF 2.82 CHF 37,000 37,000 36,879 36,879 103,047 CHF 103,416 CHF 100.00% 100.00%
15/05/2024 0.36% 2.81 CHF 2.82 CHF 37,000 37,000 36,927 36,927 102,600 CHF 102,970 CHF 100.00% 100.00%
14/05/2024 0.37% 2.76 CHF 2.77 CHF 37,000 37,000 36,999 36,999 101,072 CHF 101,442 CHF 99.96% 99.96%
13/05/2024 0.36% 2.69 CHF 2.70 CHF 37,000 37,000 37,000 37,000 101,576 CHF 101,946 CHF 100.00% 100.00%
10/05/2024 0.37% 2.72 CHF 2.73 CHF 37,000 37,000 37,196 37,196 99,855 CHF 100,227 CHF 100.00% 100.00%
08/05/2024 0.39% 2.60 CHF 2.61 CHF 38,000 38,000 38,000 38,000 97,923 CHF 98,303 CHF 99.08% 99.08%
07/05/2024 0.38% 2.65 CHF 2.66 CHF 38,000 38,000 37,962 37,962 100,253 CHF 100,633 CHF 99.93% 99.93%
06/05/2024 0.39% 2.59 CHF 2.60 CHF 38,000 38,000 38,020 38,020 97,401 CHF 97,781 CHF 100.00% 100.00%
03/05/2024 0.39% 2.53 CHF 2.54 CHF 39,000 39,000 38,363 38,363 97,544 CHF 97,928 CHF 99.99% 99.99%
02/05/2024 0.41% 2.43 CHF 2.44 CHF 39,000 39,000 39,126 39,126 95,143 CHF 95,535 CHF 100.00% 100.00%

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