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 0.42% 2.40 CHF 2.41 CHF 156,000 156,000 153,748 153,748 368,946 CHF 370,485 CHF 100.00% 100.00%
15/05/2024 0.41% 2.45 CHF 2.46 CHF 152,000 152,000 151,072 151,072 371,908 CHF 373,421 CHF 100.00% 100.00%
14/05/2024 0.41% 2.44 CHF 2.45 CHF 152,000 152,000 152,674 152,674 368,259 CHF 369,786 CHF 100.00% 100.00%
13/05/2024 0.42% 2.39 CHF 2.40 CHF 156,000 156,000 154,725 154,725 371,327 CHF 372,874 CHF 100.00% 100.00%
10/05/2024 0.42% 2.39 CHF 2.40 CHF 156,000 156,000 154,887 154,887 372,308 CHF 373,857 CHF 100.00% 100.00%
08/05/2024 0.41% 2.42 CHF 2.43 CHF 152,000 152,000 152,121 152,121 368,857 CHF 370,379 CHF 99.08% 99.08%
07/05/2024 0.41% 2.43 CHF 2.44 CHF 152,000 152,000 152,718 152,718 368,575 CHF 370,103 CHF 99.93% 99.93%
06/05/2024 0.43% 2.33 CHF 2.34 CHF 156,000 156,000 158,385 158,385 363,403 CHF 364,987 CHF 100.00% 100.00%
03/05/2024 0.45% 2.23 CHF 2.24 CHF 160,000 160,000 160,868 160,868 359,300 CHF 360,908 CHF 99.96% 99.96%
02/05/2024 0.45% 2.20 CHF 2.21 CHF 164,000 164,000 162,546 162,546 358,304 CHF 359,929 CHF 99.98% 99.98%

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