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 0.23% 4.40 CHF 4.41 CHF 500,000 500,000 497,090 497,090 2,218,450 CHF 2,223,450 CHF 100.00% 100.00%
22/05/2024 0.22% 4.50 CHF 4.51 CHF 500,000 500,000 500,000 500,000 2,225,740 CHF 2,230,740 CHF 100.00% 100.00%
21/05/2024 0.22% 4.53 CHF 4.54 CHF 500,000 500,000 499,480 499,480 2,239,780 CHF 2,244,780 CHF 100.00% 100.00%
17/05/2024 0.22% 4.53 CHF 4.54 CHF 500,000 500,000 500,000 500,000 2,262,460 CHF 2,267,460 CHF 100.00% 100.00%
16/05/2024 0.22% 4.47 CHF 4.48 CHF 500,000 500,000 499,610 499,610 2,224,600 CHF 2,229,600 CHF 100.00% 100.00%
15/05/2024 0.23% 4.39 CHF 4.40 CHF 500,000 500,000 499,008 499,008 2,185,900 CHF 2,190,900 CHF 99.99% 99.99%
14/05/2024 0.22% 4.40 CHF 4.41 CHF 500,000 500,000 499,880 499,880 2,231,700 CHF 2,236,700 CHF 100.00% 100.00%
13/05/2024 0.22% 4.49 CHF 4.50 CHF 500,000 500,000 500,000 500,000 2,230,030 CHF 2,235,030 CHF 100.00% 100.00%
10/05/2024 0.22% 4.50 CHF 4.51 CHF 500,000 500,000 500,000 500,000 2,274,290 CHF 2,279,290 CHF 100.00% 100.00%
08/05/2024 0.23% 4.45 CHF 4.46 CHF 500,000 500,000 499,888 499,888 2,183,060 CHF 2,188,060 CHF 99.29% 99.29%

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