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 0.23% 4.40 CHF 4.41 CHF 36,000 36,000 35,658 35,658 155,893 CHF 156,250 CHF 98.84% 98.84%
15/05/2024 0.25% 4.01 CHF 4.02 CHF 37,000 37,000 36,653 36,653 146,774 CHF 147,141 CHF 100.00% 100.00%
14/05/2024 0.26% 3.96 CHF 3.97 CHF 37,000 37,000 37,226 37,226 147,085 CHF 147,457 CHF 99.24% 99.24%
13/05/2024 0.24% 4.12 CHF 4.13 CHF 37,000 37,000 36,623 36,623 151,891 CHF 152,258 CHF 99.81% 99.81%
10/05/2024 0.24% 4.20 CHF 4.21 CHF 36,000 36,000 36,655 36,655 153,011 CHF 153,378 CHF 99.31% 99.31%
08/05/2024 0.25% 4.00 CHF 4.01 CHF 37,000 37,000 37,071 37,071 147,056 CHF 147,427 CHF 99.42% 99.42%
07/05/2024 0.26% 3.91 CHF 3.92 CHF 38,000 38,000 37,592 37,592 143,757 CHF 144,134 CHF 99.64% 99.64%
06/05/2024 0.27% 3.78 CHF 3.79 CHF 38,000 38,000 37,549 37,549 139,968 CHF 140,344 CHF 98.45% 98.45%
03/05/2024 0.28% 3.59 CHF 3.60 CHF 39,000 39,000 38,232 38,232 139,157 CHF 139,539 CHF 98.57% 98.57%
02/05/2024 0.28% 3.58 CHF 3.59 CHF 39,000 39,000 38,810 38,810 140,118 CHF 140,506 CHF 98.76% 98.76%

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