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 0.78% 2.54 CHF 2.56 CHF 18,000 18,000 17,831 17,831 46,122 CHF 46,479 CHF 100.00% 100.00%
15/05/2024 0.77% 2.61 CHF 2.63 CHF 18,000 18,000 17,830 17,830 46,502 CHF 46,859 CHF 100.00% 100.00%
14/05/2024 0.73% 2.61 CHF 2.63 CHF 18,000 18,000 17,917 17,917 49,008 CHF 49,367 CHF 98.72% 98.72%
13/05/2024 0.68% 2.88 CHF 2.90 CHF 18,000 18,000 18,652 18,652 55,618 CHF 55,992 CHF 99.84% 99.84%
10/05/2024 0.68% 2.98 CHF 3.00 CHF 19,000 19,000 18,406 18,406 54,652 CHF 55,020 CHF 99.53% 99.53%
08/05/2024 0.67% 3.01 CHF 3.03 CHF 19,000 19,000 18,609 18,609 55,400 CHF 55,773 CHF 99.49% 99.49%
07/05/2024 0.65% 3.02 CHF 3.04 CHF 19,000 19,000 18,794 18,794 58,006 CHF 58,382 CHF 99.80% 99.80%
06/05/2024 0.64% 3.10 CHF 3.12 CHF 19,000 19,000 18,800 18,800 59,009 CHF 59,386 CHF 98.60% 98.60%
03/05/2024 0.61% 3.30 CHF 3.32 CHF 19,000 19,000 18,910 18,910 62,213 CHF 62,591 CHF 97.69% 97.69%
02/05/2024 0.61% 3.23 CHF 3.25 CHF 19,000 19,000 18,976 18,976 62,906 CHF 63,286 CHF 99.11% 99.11%

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