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 0.27% 3.67 CHF 3.68 CHF 500,000 500,000 499,617 499,617 1,828,140 CHF 1,833,140 CHF 100.00% 100.00%
15/05/2024 0.28% 3.60 CHF 3.61 CHF 500,000 500,000 499,020 499,020 1,789,380 CHF 1,794,380 CHF 100.00% 100.00%
14/05/2024 0.27% 3.60 CHF 3.61 CHF 500,000 500,000 499,879 499,879 1,832,810 CHF 1,837,810 CHF 100.00% 100.00%
13/05/2024 0.27% 3.69 CHF 3.70 CHF 500,000 500,000 500,000 500,000 1,832,170 CHF 1,837,170 CHF 100.00% 100.00%
10/05/2024 0.27% 3.70 CHF 3.71 CHF 500,000 500,000 500,000 500,000 1,876,070 CHF 1,881,070 CHF 100.00% 100.00%
08/05/2024 0.28% 3.66 CHF 3.67 CHF 500,000 500,000 499,894 499,894 1,784,420 CHF 1,789,420 CHF 99.29% 99.29%
07/05/2024 0.28% 3.61 CHF 3.62 CHF 500,000 500,000 499,711 499,711 1,812,200 CHF 1,817,200 CHF 100.00% 100.00%
06/05/2024 0.27% 3.65 CHF 3.66 CHF 500,000 500,000 500,000 500,000 1,834,560 CHF 1,839,560 CHF 100.00% 100.00%
03/05/2024 0.27% 3.64 CHF 3.65 CHF 500,000 500,000 500,000 500,000 1,846,260 CHF 1,851,260 CHF 99.93% 99.93%
02/05/2024 0.27% 3.68 CHF 3.69 CHF 500,000 500,000 500,000 500,000 1,876,530 CHF 1,881,530 CHF 99.99% 99.99%

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