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 0.21% 4.87 CHF 4.88 CHF 500,000 500,000 499,617 499,617 2,423,200 CHF 2,428,200 CHF 99.99% 99.99%
15/05/2024 0.21% 4.79 CHF 4.80 CHF 500,000 500,000 499,011 499,011 2,384,750 CHF 2,389,750 CHF 100.00% 100.00%
14/05/2024 0.21% 4.79 CHF 4.80 CHF 500,000 500,000 499,879 499,879 2,430,830 CHF 2,435,830 CHF 100.00% 100.00%
13/05/2024 0.21% 4.88 CHF 4.89 CHF 500,000 500,000 500,000 500,000 2,428,750 CHF 2,433,750 CHF 100.00% 100.00%
10/05/2024 0.20% 4.90 CHF 4.91 CHF 500,000 500,000 500,000 500,000 2,473,460 CHF 2,478,460 CHF 100.00% 100.00%
08/05/2024 0.21% 4.85 CHF 4.86 CHF 500,000 500,000 499,890 499,890 2,382,370 CHF 2,387,370 CHF 99.29% 99.29%
07/05/2024 0.21% 4.81 CHF 4.82 CHF 500,000 500,000 499,661 499,661 2,408,680 CHF 2,413,680 CHF 100.00% 100.00%
06/05/2024 0.21% 4.84 CHF 4.85 CHF 500,000 500,000 500,000 500,000 2,430,080 CHF 2,435,080 CHF 100.00% 100.00%
03/05/2024 0.20% 4.83 CHF 4.84 CHF 500,000 500,000 500,000 500,000 2,442,850 CHF 2,447,850 CHF 99.98% 99.98%
02/05/2024 0.20% 4.88 CHF 4.89 CHF 500,000 500,000 500,000 500,000 2,477,220 CHF 2,482,220 CHF 99.99% 99.99%

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