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 0.35% 2.87 CHF 2.88 CHF 500,000 500,000 499,750 499,750 1,425,710 CHF 1,430,710 CHF 100.00% 100.00%
15/05/2024 0.36% 2.79 CHF 2.80 CHF 500,000 500,000 499,011 499,011 1,385,760 CHF 1,390,760 CHF 100.00% 100.00%
14/05/2024 0.35% 2.79 CHF 2.80 CHF 500,000 500,000 499,881 499,881 1,427,810 CHF 1,432,810 CHF 100.00% 100.00%
13/05/2024 0.35% 2.88 CHF 2.89 CHF 500,000 500,000 500,000 500,000 1,427,040 CHF 1,432,040 CHF 100.00% 100.00%
10/05/2024 0.34% 2.89 CHF 2.90 CHF 500,000 500,000 500,000 500,000 1,471,230 CHF 1,476,230 CHF 100.00% 100.00%
08/05/2024 0.36% 2.85 CHF 2.86 CHF 500,000 500,000 499,873 499,873 1,378,650 CHF 1,383,650 CHF 99.29% 99.29%
07/05/2024 0.35% 2.80 CHF 2.81 CHF 500,000 500,000 499,679 499,679 1,407,740 CHF 1,412,740 CHF 100.00% 100.00%
06/05/2024 0.35% 2.84 CHF 2.85 CHF 500,000 500,000 500,000 499,988 1,430,510 CHF 1,435,480 CHF 100.00% 100.00%
03/05/2024 0.35% 2.84 CHF 2.85 CHF 500,000 500,000 500,000 500,000 1,442,110 CHF 1,447,110 CHF 99.98% 99.98%
02/05/2024 0.34% 2.86 CHF 2.87 CHF 500,000 500,000 500,000 500,000 1,469,620 CHF 1,474,620 CHF 99.99% 99.99%

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