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
22/05/2024 0.34% 4.69 CHF 4.70 CHF 200,000 200,000 200,000 200,000 941,524 CHF 944,773 CHF 96.83% 96.83%
21/05/2024 0.33% 4.79 CHF 4.81 CHF 200,000 200,000 200,000 200,000 960,621 CHF 963,796 CHF 99.64% 99.64%
17/05/2024 0.33% 4.85 CHF 4.87 CHF 200,000 200,000 200,000 200,000 965,228 CHF 968,431 CHF 99.35% 99.35%
16/05/2024 0.34% 4.68 CHF 4.69 CHF 200,000 200,000 200,000 200,000 938,946 CHF 942,148 CHF 99.26% 99.26%
15/05/2024 0.35% 4.59 CHF 4.61 CHF 200,000 200,000 200,000 200,000 894,728 CHF 897,887 CHF 98.86% 98.86%
14/05/2024 0.38% 4.37 CHF 4.39 CHF 200,000 200,000 200,000 200,000 858,434 CHF 861,671 CHF 99.39% 99.39%
13/05/2024 0.37% 4.29 CHF 4.31 CHF 200,000 200,000 200,000 200,000 858,889 CHF 862,066 CHF 98.92% 98.92%
10/05/2024 0.37% 4.24 CHF 4.26 CHF 200,000 200,000 200,000 200,000 841,253 CHF 844,404 CHF 99.99% 99.99%
08/05/2024 0.40% 3.93 CHF 3.95 CHF 200,000 200,000 200,000 200,000 780,923 CHF 784,040 CHF 99.67% 99.67%
07/05/2024 0.43% 3.81 CHF 3.82 CHF 200,000 200,000 200,000 200,000 737,496 CHF 740,707 CHF 96.81% 96.81%

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