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 0.29% 3.44 CHF 3.45 CHF 500,000 500,000 499,006 499,006 1,710,730 CHF 1,715,730 CHF 100.00% 100.00%
14/05/2024 0.28% 3.45 CHF 3.46 CHF 500,000 500,000 499,911 499,911 1,757,000 CHF 1,762,000 CHF 100.00% 100.00%
13/05/2024 0.28% 3.54 CHF 3.55 CHF 500,000 500,000 500,000 500,000 1,761,400 CHF 1,766,400 CHF 100.00% 100.00%
10/05/2024 0.28% 3.57 CHF 3.58 CHF 500,000 500,000 500,000 500,000 1,809,340 CHF 1,814,340 CHF 100.00% 100.00%
08/05/2024 0.29% 3.54 CHF 3.55 CHF 500,000 500,000 499,912 499,912 1,727,450 CHF 1,732,450 CHF 99.63% 99.63%
07/05/2024 0.28% 3.50 CHF 3.51 CHF 500,000 500,000 499,710 499,710 1,759,160 CHF 1,764,160 CHF 100.00% 100.00%
06/05/2024 0.28% 3.55 CHF 3.56 CHF 500,000 500,000 499,706 499,706 1,777,430 CHF 1,782,430 CHF 100.00% 100.00%
03/05/2024 0.28% 3.54 CHF 3.55 CHF 500,000 500,000 500,000 500,000 1,790,970 CHF 1,795,970 CHF 99.96% 99.96%
02/05/2024 0.28% 3.55 CHF 3.56 CHF 500,000 500,000 500,000 500,000 1,810,220 CHF 1,815,220 CHF 100.00% 100.00%
30/04/2024 0.26% 3.86 CHF 3.87 CHF 500,000 500,000 499,804 499,804 1,956,000 CHF 1,961,000 CHF 99.99% 99.99%

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