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 0.45% 2.21 CHF 2.22 CHF 40,000 40,000 40,000 40,000 88,083 CHF 88,483 CHF 99.76% 99.76%
15/05/2024 0.44% 2.23 CHF 2.24 CHF 40,000 40,000 40,000 40,000 90,496 CHF 90,896 CHF 99.42% 99.42%
14/05/2024 0.43% 2.29 CHF 2.30 CHF 40,000 40,000 40,000 40,000 91,992 CHF 92,392 CHF 99.23% 99.23%
13/05/2024 0.43% 2.31 CHF 2.32 CHF 40,000 40,000 40,000 40,000 92,543 CHF 92,943 CHF 100.00% 100.00%
10/05/2024 0.43% 2.33 CHF 2.34 CHF 40,000 40,000 40,000 40,000 92,322 CHF 92,722 CHF 100.00% 100.00%
08/05/2024 0.43% 2.28 CHF 2.29 CHF 40,000 40,000 40,000 40,000 92,491 CHF 92,891 CHF 100.00% 100.00%
07/05/2024 0.42% 2.33 CHF 2.34 CHF 40,000 40,000 40,000 40,000 94,088 CHF 94,488 CHF 99.75% 99.75%
06/05/2024 0.42% 2.37 CHF 2.38 CHF 40,000 40,000 40,000 40,000 94,408 CHF 94,808 CHF 99.51% 99.51%
03/05/2024 0.42% 2.38 CHF 2.39 CHF 40,000 40,000 40,000 40,000 94,859 CHF 95,259 CHF 99.72% 99.72%
02/05/2024 0.43% 2.33 CHF 2.34 CHF 40,000 40,000 40,000 40,000 92,483 CHF 92,883 CHF 100.00% 100.00%

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