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 0.30% 5.19 CHF 5.21 CHF 200,000 200,000 200,000 200,000 1,041,350 CHF 1,044,500 CHF 99.11% 99.11%
15/05/2024 0.32% 5.10 CHF 5.12 CHF 200,000 200,000 200,000 200,000 996,905 CHF 1,000,110 CHF 98.86% 98.86%
14/05/2024 0.34% 4.88 CHF 4.90 CHF 200,000 200,000 200,000 200,000 960,673 CHF 963,898 CHF 99.40% 99.40%
13/05/2024 0.32% 4.81 CHF 4.82 CHF 200,000 200,000 200,000 200,000 961,163 CHF 964,290 CHF 98.91% 98.91%
10/05/2024 0.33% 4.75 CHF 4.77 CHF 200,000 200,000 200,000 200,000 943,276 CHF 946,424 CHF 99.98% 99.98%
08/05/2024 0.35% 4.44 CHF 4.46 CHF 200,000 200,000 200,000 200,000 883,034 CHF 886,148 CHF 99.67% 99.67%
07/05/2024 0.38% 4.32 CHF 4.33 CHF 200,000 200,000 200,000 200,000 839,496 CHF 842,707 CHF 96.81% 96.81%
06/05/2024 0.40% 3.93 CHF 3.94 CHF 200,000 200,000 200,000 200,000 790,806 CHF 793,972 CHF 99.85% 99.85%
03/05/2024 0.42% 3.80 CHF 3.82 CHF 200,000 200,000 200,000 200,000 759,175 CHF 762,359 CHF 96.44% 96.44%
02/05/2024 0.42% 3.67 CHF 3.69 CHF 200,000 200,000 200,000 200,000 751,862 CHF 755,057 CHF 99.31% 99.31%

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