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% 2.25 CHF 2.26 CHF 46,000 46,000 45,568 45,568 101,599 CHF 102,055 CHF 100.00% 100.00%
15/05/2024 0.44% 2.20 CHF 2.21 CHF 46,000 46,000 45,963 45,963 104,332 CHF 104,792 CHF 100.00% 100.00%
14/05/2024 0.41% 2.47 CHF 2.48 CHF 48,000 48,000 47,244 47,244 114,984 CHF 115,457 CHF 99.32% 99.32%
13/05/2024 0.43% 2.36 CHF 2.37 CHF 47,000 47,000 46,486 46,486 108,922 CHF 109,387 CHF 100.00% 100.00%
10/05/2024 0.44% 2.29 CHF 2.30 CHF 46,000 46,000 45,601 45,601 103,399 CHF 103,856 CHF 93.31% 99.41%
08/05/2024 0.44% 2.33 CHF 2.34 CHF 46,000 46,000 45,906 45,906 105,491 CHF 105,950 CHF 99.40% 99.40%
07/05/2024 0.43% 2.34 CHF 2.35 CHF 46,000 46,000 45,856 45,856 108,509 CHF 108,968 CHF 99.75% 99.75%
06/05/2024 0.43% 2.39 CHF 2.40 CHF 47,000 47,000 45,645 45,645 107,820 CHF 108,277 CHF 96.40% 98.39%
03/05/2024 0.42% 2.36 CHF 2.37 CHF 46,000 46,000 45,843 45,843 108,443 CHF 108,902 CHF 97.77% 98.40%
02/05/2024 0.42% 2.43 CHF 2.44 CHF 47,000 47,000 46,666 46,666 111,707 CHF 112,174 CHF 99.21% 99.21%

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