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 0.19% 5.21 CHF 5.22 CHF 500,000 500,000 497,152 497,152 2,620,330 CHF 2,625,330 CHF 100.00% 100.00%
22/05/2024 0.19% 5.31 CHF 5.32 CHF 500,000 500,000 500,000 500,000 2,629,600 CHF 2,634,600 CHF 100.00% 100.00%
21/05/2024 0.19% 5.33 CHF 5.34 CHF 500,000 500,000 499,482 499,482 2,641,160 CHF 2,646,160 CHF 100.00% 100.00%
17/05/2024 0.19% 5.33 CHF 5.34 CHF 500,000 500,000 500,000 500,000 2,663,760 CHF 2,668,760 CHF 100.00% 100.00%
16/05/2024 0.19% 5.27 CHF 5.28 CHF 500,000 500,000 499,629 499,629 2,623,550 CHF 2,628,550 CHF 100.00% 100.00%
15/05/2024 0.19% 5.19 CHF 5.20 CHF 500,000 500,000 499,033 499,033 2,585,190 CHF 2,590,190 CHF 100.00% 100.00%
14/05/2024 0.19% 5.20 CHF 5.21 CHF 500,000 500,000 499,879 499,879 2,632,060 CHF 2,637,060 CHF 100.00% 100.00%
13/05/2024 0.19% 5.29 CHF 5.30 CHF 500,000 500,000 500,000 500,000 2,630,320 CHF 2,635,320 CHF 100.00% 100.00%
10/05/2024 0.19% 5.30 CHF 5.31 CHF 500,000 500,000 500,000 500,000 2,674,600 CHF 2,679,600 CHF 100.00% 100.00%
08/05/2024 0.19% 5.26 CHF 5.27 CHF 500,000 500,000 499,893 499,893 2,583,770 CHF 2,588,770 CHF 99.29% 99.29%

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