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 0.34% 2.98 CHF 2.99 CHF 24,000 24,000 23,775 23,775 71,128 CHF 71,366 CHF 100.00% 100.00%
15/05/2024 0.34% 2.96 CHF 2.97 CHF 24,000 24,000 23,775 23,775 69,590 CHF 69,828 CHF 99.91% 99.91%
14/05/2024 0.34% 2.90 CHF 2.91 CHF 24,000 24,000 23,824 23,824 70,002 CHF 70,240 CHF 99.05% 99.05%
13/05/2024 0.44% 2.30 CHF 2.31 CHF 26,000 26,000 25,756 25,756 59,316 CHF 59,574 CHF 100.00% 100.00%
10/05/2024 0.45% 2.23 CHF 2.24 CHF 26,000 26,000 25,778 25,778 57,436 CHF 57,694 CHF 99.52% 99.52%
08/05/2024 0.45% 2.19 CHF 2.20 CHF 26,000 26,000 25,925 25,925 57,155 CHF 57,415 CHF 99.55% 99.55%
07/05/2024 0.47% 2.21 CHF 2.22 CHF 26,000 26,000 26,187 26,187 55,743 CHF 56,005 CHF 99.78% 99.78%
06/05/2024 0.48% 2.13 CHF 2.14 CHF 26,000 26,000 25,869 25,869 54,968 CHF 55,227 CHF 96.48% 98.49%
03/05/2024 0.49% 2.10 CHF 2.11 CHF 27,000 27,000 26,878 26,878 55,169 CHF 55,438 CHF 97.38% 98.03%
02/05/2024 0.49% 2.00 CHF 2.01 CHF 27,000 27,000 26,881 26,881 54,587 CHF 54,856 CHF 98.81% 98.81%

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