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
15/05/2024 0.21% 4.79 CHF 4.80 CHF 500,000 500,000 499,018 499,018 2,382,660 CHF 2,387,660 CHF 100.00% 100.00%
14/05/2024 0.21% 4.80 CHF 4.81 CHF 500,000 500,000 499,932 499,932 2,431,960 CHF 2,436,960 CHF 99.99% 99.99%
13/05/2024 0.21% 4.88 CHF 4.89 CHF 500,000 500,000 500,000 500,000 2,435,300 CHF 2,440,300 CHF 100.00% 100.00%
10/05/2024 0.20% 4.91 CHF 4.92 CHF 500,000 500,000 500,000 500,000 2,483,650 CHF 2,488,650 CHF 100.00% 100.00%
08/05/2024 0.21% 4.89 CHF 4.90 CHF 500,000 500,000 499,911 499,911 2,402,920 CHF 2,407,920 CHF 99.63% 99.63%
07/05/2024 0.21% 4.85 CHF 4.86 CHF 500,000 500,000 499,719 499,719 2,432,760 CHF 2,437,760 CHF 100.00% 100.00%
06/05/2024 0.20% 4.89 CHF 4.90 CHF 500,000 500,000 499,706 499,706 2,449,880 CHF 2,454,880 CHF 100.00% 100.00%
03/05/2024 0.20% 4.88 CHF 4.89 CHF 500,000 500,000 500,000 500,000 2,464,520 CHF 2,469,520 CHF 99.95% 99.95%
02/05/2024 0.20% 4.91 CHF 4.92 CHF 500,000 500,000 500,000 500,000 2,488,070 CHF 2,493,070 CHF 99.99% 99.99%
30/04/2024 0.19% 5.22 CHF 5.23 CHF 500,000 500,000 499,603 499,603 2,632,970 CHF 2,637,970 CHF 99.98% 99.98%

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