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
14/05/2024 0.47% 2.11 CHF 2.12 CHF 58,000 58,000 57,993 57,993 121,978 CHF 122,558 CHF 100.00% 100.00%
13/05/2024 0.45% 2.19 CHF 2.20 CHF 58,000 58,000 57,023 57,023 125,618 CHF 126,189 CHF 100.00% 100.00%
10/05/2024 0.45% 2.23 CHF 2.24 CHF 56,000 56,000 56,401 56,401 124,970 CHF 125,534 CHF 100.00% 100.00%
08/05/2024 0.47% 2.13 CHF 2.14 CHF 58,000 58,000 58,000 58,000 122,473 CHF 123,053 CHF 99.09% 99.09%
07/05/2024 0.49% 2.08 CHF 2.09 CHF 58,000 58,000 58,711 58,711 119,686 CHF 120,274 CHF 99.94% 99.94%
06/05/2024 0.50% 2.01 CHF 2.02 CHF 60,000 60,000 60,000 60,000 119,467 CHF 120,067 CHF 100.00% 100.00%
03/05/2024 0.51% 1.92 CHF 1.93 CHF 60,000 60,000 60,000 60,000 116,808 CHF 117,408 CHF 100.00% 100.00%
02/05/2024 0.52% 1.91 CHF 1.92 CHF 60,000 60,000 60,000 60,000 115,864 CHF 116,464 CHF 99.99% 99.99%
30/04/2024 0.51% 1.94 CHF 1.95 CHF 60,000 60,000 59,942 59,942 116,914 CHF 117,514 CHF 100.00% 100.00%
29/04/2024 0.51% 1.98 CHF 1.99 CHF 60,000 60,000 60,000 60,000 117,769 CHF 118,369 CHF 100.00% 100.00%

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