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 0.44% 2.29 CHF 2.30 CHF 156,000 156,000 153,748 153,748 351,585 CHF 353,124 CHF 100.00% 100.00%
15/05/2024 0.43% 2.34 CHF 2.35 CHF 152,000 152,000 151,072 151,072 354,920 CHF 356,434 CHF 100.00% 100.00%
14/05/2024 0.43% 2.33 CHF 2.34 CHF 152,000 152,000 152,674 152,674 351,074 CHF 352,601 CHF 100.00% 100.00%
13/05/2024 0.44% 2.27 CHF 2.28 CHF 156,000 156,000 154,724 154,724 353,503 CHF 355,050 CHF 100.00% 100.00%
10/05/2024 0.44% 2.28 CHF 2.29 CHF 156,000 156,000 154,888 154,888 354,624 CHF 356,173 CHF 99.99% 99.99%
08/05/2024 0.43% 2.31 CHF 2.32 CHF 152,000 152,000 152,122 152,122 351,703 CHF 353,224 CHF 99.08% 99.08%
07/05/2024 0.43% 2.32 CHF 2.33 CHF 152,000 152,000 152,721 152,721 351,412 CHF 352,940 CHF 99.94% 99.94%
06/05/2024 0.46% 2.22 CHF 2.23 CHF 156,000 156,000 158,385 158,385 345,569 CHF 347,153 CHF 100.00% 100.00%
03/05/2024 0.47% 2.11 CHF 2.12 CHF 160,000 160,000 160,868 160,868 340,830 CHF 342,439 CHF 99.97% 99.97%
02/05/2024 0.48% 2.09 CHF 2.10 CHF 164,000 164,000 162,545 162,545 339,709 CHF 341,334 CHF 100.00% 100.00%

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