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 0.61% 3.25 CHF 3.27 CHF 18,000 18,000 17,831 17,831 58,801 CHF 59,158 CHF 100.00% 100.00%
15/05/2024 0.61% 3.32 CHF 3.34 CHF 18,000 18,000 17,831 17,831 59,183 CHF 59,540 CHF 100.00% 100.00%
14/05/2024 0.58% 3.32 CHF 3.34 CHF 18,000 18,000 17,917 17,917 61,741 CHF 62,100 CHF 98.83% 98.83%
13/05/2024 0.55% 3.60 CHF 3.62 CHF 18,000 18,000 18,653 18,653 68,886 CHF 69,260 CHF 99.84% 99.84%
10/05/2024 0.55% 3.69 CHF 3.71 CHF 19,000 19,000 18,391 18,391 67,698 CHF 68,066 CHF 99.46% 99.46%
08/05/2024 - 3.71 CHF - CHF 950 0 0 0 0 CHF 0 CHF 0.00% 100.00%
07/05/2024 0.53% 3.73 CHF 3.75 CHF 19,000 19,000 18,795 18,795 71,386 CHF 71,762 CHF 99.80% 99.80%
06/05/2024 0.52% 3.81 CHF 3.83 CHF 19,000 19,000 18,797 18,797 72,376 CHF 72,752 CHF 98.44% 98.44%
03/05/2024 0.50% 4.01 CHF 4.03 CHF 19,000 19,000 18,914 18,914 75,689 CHF 76,067 CHF 96.64% 96.64%
02/05/2024 0.50% 3.94 CHF 3.96 CHF 19,000 19,000 18,973 18,973 76,405 CHF 76,784 CHF 99.18% 99.18%

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