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
23/05/2024 0.46% 2.21 CHF 2.22 CHF 156,000 156,000 154,475 154,475 341,925 CHF 343,478 CHF 100.00% 100.00%
22/05/2024 0.45% 2.20 CHF 2.21 CHF 156,000 156,000 155,357 155,357 343,257 CHF 344,810 CHF 100.00% 100.00%
21/05/2024 0.46% 2.19 CHF 2.20 CHF 156,000 156,000 155,168 155,168 340,747 CHF 342,301 CHF 100.00% 100.00%
17/05/2024 0.45% 2.22 CHF 2.23 CHF 156,000 156,000 155,352 155,352 341,915 CHF 343,469 CHF 99.33% 99.33%
16/05/2024 0.46% 2.17 CHF 2.18 CHF 156,000 156,000 153,747 153,747 333,787 CHF 335,326 CHF 100.00% 100.00%
15/05/2024 0.45% 2.22 CHF 2.23 CHF 152,000 152,000 151,077 151,077 337,526 CHF 339,040 CHF 100.00% 100.00%
14/05/2024 0.46% 2.22 CHF 2.23 CHF 152,000 152,000 152,675 152,675 333,820 CHF 335,347 CHF 100.00% 100.00%
13/05/2024 0.46% 2.16 CHF 2.17 CHF 156,000 156,000 154,725 154,725 336,062 CHF 337,609 CHF 100.00% 100.00%
10/05/2024 0.46% 2.17 CHF 2.18 CHF 156,000 156,000 154,888 154,888 337,012 CHF 338,561 CHF 100.00% 100.00%
08/05/2024 0.45% 2.19 CHF 2.20 CHF 152,000 152,000 152,124 152,124 334,596 CHF 336,118 CHF 99.08% 99.08%

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