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 0.47% 2.09 CHF 2.10 CHF 235,000 235,000 229,919 229,919 485,880 CHF 488,181 CHF 100.00% 100.00%
15/05/2024 0.47% 2.15 CHF 2.16 CHF 230,000 230,000 228,593 228,593 492,123 CHF 494,413 CHF 100.00% 100.00%
14/05/2024 0.47% 2.12 CHF 2.13 CHF 230,000 230,000 230,047 230,047 486,697 CHF 488,997 CHF 100.00% 100.00%
13/05/2024 0.47% 2.11 CHF 2.12 CHF 230,000 230,000 233,074 233,074 491,083 CHF 493,414 CHF 100.00% 100.00%
10/05/2024 0.47% 2.11 CHF 2.12 CHF 235,000 235,000 230,320 230,320 488,456 CHF 490,759 CHF 100.00% 100.00%
08/05/2024 0.49% 2.05 CHF 2.06 CHF 235,000 235,000 233,991 233,991 479,413 CHF 481,754 CHF 99.15% 99.15%
07/05/2024 0.49% 2.06 CHF 2.07 CHF 235,000 235,000 233,935 233,935 480,292 CHF 482,632 CHF 99.85% 99.85%
06/05/2024 0.48% 2.07 CHF 2.08 CHF 235,000 235,000 234,031 234,031 482,504 CHF 484,844 CHF 100.00% 100.00%
03/05/2024 0.49% 2.04 CHF 2.05 CHF 235,000 235,000 234,045 234,045 481,208 CHF 483,548 CHF 99.99% 99.99%
02/05/2024 0.48% 2.06 CHF 2.07 CHF 235,000 235,000 234,031 234,031 482,557 CHF 484,897 CHF 100.00% 100.00%

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