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 0.58% 3.30 CHF 3.32 CHF 135,000 135,000 134,946 134,946 461,769 CHF 464,469 CHF 99.99% 99.99%
22/05/2024 0.59% 3.50 CHF 3.52 CHF 129,400 129,400 129,400 129,400 440,547 CHF 443,135 CHF 100.00% 100.00%
21/05/2024 0.57% 3.58 CHF 3.60 CHF 126,200 126,200 126,113 126,113 440,224 CHF 442,748 CHF 100.00% 100.00%
17/05/2024 0.56% 3.59 CHF 3.61 CHF 128,900 128,900 128,900 128,900 461,651 CHF 464,229 CHF 100.00% 100.00%
16/05/2024 0.58% 3.49 CHF 3.51 CHF 131,700 131,700 131,617 131,617 457,052 CHF 459,686 CHF 100.00% 100.00%
15/05/2024 0.60% 3.35 CHF 3.37 CHF 134,300 134,300 133,947 133,947 444,838 CHF 447,524 CHF 100.00% 100.00%
14/05/2024 0.58% 3.34 CHF 3.36 CHF 129,400 129,400 129,386 129,386 448,965 CHF 451,553 CHF 100.00% 100.00%
13/05/2024 0.58% 3.50 CHF 3.52 CHF 134,500 134,500 134,500 134,500 464,185 CHF 466,875 CHF 100.00% 100.00%
10/05/2024 0.55% 3.52 CHF 3.54 CHF 129,400 129,400 129,400 129,400 469,271 CHF 471,859 CHF 100.00% 100.00%
08/05/2024 0.61% 3.43 CHF 3.45 CHF 133,800 133,800 133,787 133,787 436,391 CHF 439,067 CHF 99.29% 99.29%

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