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 0.39% 2.59 CHF 2.60 CHF 156,000 156,000 153,748 153,748 397,420 CHF 398,958 CHF 100.00% 100.00%
15/05/2024 0.38% 2.64 CHF 2.65 CHF 152,000 152,000 151,073 151,073 399,944 CHF 401,458 CHF 99.99% 99.99%
14/05/2024 0.38% 2.63 CHF 2.64 CHF 152,000 152,000 152,677 152,677 396,510 CHF 398,037 CHF 100.00% 100.00%
13/05/2024 0.39% 2.57 CHF 2.58 CHF 156,000 156,000 154,724 154,724 399,855 CHF 401,402 CHF 100.00% 100.00%
10/05/2024 0.39% 2.58 CHF 2.59 CHF 156,000 156,000 154,887 154,887 400,972 CHF 402,521 CHF 100.00% 100.00%
08/05/2024 0.38% 2.60 CHF 2.61 CHF 152,000 152,000 152,123 152,123 396,833 CHF 398,355 CHF 99.08% 99.08%
07/05/2024 0.38% 2.61 CHF 2.62 CHF 152,000 152,000 152,718 152,718 396,760 CHF 398,287 CHF 99.93% 99.93%
06/05/2024 0.40% 2.52 CHF 2.53 CHF 156,000 156,000 158,385 158,385 392,537 CHF 394,121 CHF 100.00% 100.00%
03/05/2024 0.41% 2.41 CHF 2.42 CHF 160,000 160,000 160,871 160,871 388,909 CHF 390,518 CHF 100.00% 100.00%
02/05/2024 0.42% 2.39 CHF 2.40 CHF 164,000 164,000 162,547 162,547 388,351 CHF 389,976 CHF 99.99% 99.99%

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