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 0.82% 2.36 CHF 2.38 CHF 94,000 94,000 94,935 94,935 230,631 CHF 232,534 CHF 100.00% 100.00%
14/05/2024 0.77% 2.63 CHF 2.65 CHF 99,000 99,000 98,279 98,279 254,689 CHF 256,655 CHF 100.00% 100.00%
13/05/2024 0.80% 2.52 CHF 2.54 CHF 97,000 97,000 96,596 96,596 241,496 CHF 243,428 CHF 99.86% 99.86%
10/05/2024 0.82% 2.45 CHF 2.47 CHF 95,000 95,000 94,270 94,270 228,660 CHF 230,545 CHF 100.00% 100.00%
08/05/2024 0.81% 2.49 CHF 2.51 CHF 96,000 96,000 95,036 95,036 233,412 CHF 235,312 CHF 98.93% 98.93%
07/05/2024 0.79% 2.50 CHF 2.52 CHF 96,000 96,000 95,961 95,961 242,103 CHF 244,023 CHF 99.76% 99.76%
06/05/2024 0.79% 2.55 CHF 2.57 CHF 97,000 97,000 96,059 96,059 241,888 CHF 243,809 CHF 100.00% 100.00%
03/05/2024 0.79% 2.51 CHF 2.53 CHF 96,000 96,000 95,961 95,961 241,875 CHF 243,794 CHF 99.99% 99.99%
02/05/2024 0.78% 2.59 CHF 2.61 CHF 97,000 97,000 96,516 96,516 245,991 CHF 247,922 CHF 98.56% 98.56%
30/04/2024 0.77% 2.61 CHF 2.63 CHF 98,000 98,000 97,213 97,213 251,570 CHF 253,515 CHF 99.99% 99.99%

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