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 0.51% 3.96 CHF 3.98 CHF 20,500 20,500 20,353 20,353 80,605 CHF 81,012 CHF 100.00% 100.00%
15/05/2024 0.51% 3.97 CHF 3.99 CHF 20,500 20,500 21,109 21,109 83,937 CHF 84,360 CHF 100.00% 100.00%
14/05/2024 0.51% 3.98 CHF 4.00 CHF 21,500 21,500 21,376 21,376 85,187 CHF 85,615 CHF 99.43% 99.43%
13/05/2024 0.50% 3.97 CHF 3.99 CHF 21,000 21,000 21,364 21,364 85,194 CHF 85,621 CHF 99.69% 99.69%
10/05/2024 0.50% 4.01 CHF 4.03 CHF 22,500 22,500 22,445 22,445 89,970 CHF 90,419 CHF 99.89% 99.89%
08/05/2024 0.50% 4.01 CHF 4.03 CHF 23,000 23,000 23,034 23,034 92,556 CHF 93,017 CHF 95.46% 99.54%
07/05/2024 0.50% 4.01 CHF 4.03 CHF 23,000 23,000 22,808 22,808 91,588 CHF 92,044 CHF 100.00% 100.00%
06/05/2024 0.26% 4.05 CHF 4.06 CHF 24,500 24,500 24,410 24,410 98,983 CHF 99,236 CHF 98.60% 98.60%
03/05/2024 0.37% 4.03 CHF 4.05 CHF 24,000 24,000 24,057 24,057 97,278 CHF 97,635 CHF 98.88% 98.88%
02/05/2024 0.35% 4.03 CHF 4.05 CHF 24,000 24,000 24,213 24,213 97,979 CHF 98,319 CHF 99.57% 99.57%

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