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 0.41% 2.48 CHF 2.49 CHF 30,000 30,000 29,717 29,717 73,248 CHF 73,545 CHF 99.56% 99.56%
15/05/2024 0.42% 2.44 CHF 2.45 CHF 30,000 30,000 29,718 29,718 71,380 CHF 71,678 CHF 99.57% 99.57%
14/05/2024 0.42% 2.37 CHF 2.38 CHF 30,000 30,000 29,825 29,825 71,620 CHF 71,918 CHF 99.08% 99.08%
13/05/2024 0.40% 2.53 CHF 2.54 CHF 30,000 30,000 29,718 29,718 75,722 CHF 76,019 CHF 99.56% 99.56%
10/05/2024 0.39% 2.63 CHF 2.64 CHF 30,000 30,000 29,812 29,812 77,715 CHF 78,014 CHF 99.01% 99.01%
08/05/2024 0.38% 2.61 CHF 2.62 CHF 30,000 30,000 29,929 29,929 78,568 CHF 78,868 CHF 99.00% 99.00%
07/05/2024 0.39% 2.56 CHF 2.57 CHF 30,000 30,000 29,674 29,674 76,407 CHF 76,704 CHF 99.32% 99.32%
06/05/2024 0.39% 2.61 CHF 2.62 CHF 30,000 30,000 29,638 29,638 77,296 CHF 77,592 CHF 98.13% 98.13%
03/05/2024 0.38% 2.66 CHF 2.67 CHF 30,000 30,000 29,884 29,884 79,602 CHF 79,901 CHF 97.00% 97.00%
02/05/2024 0.37% 2.70 CHF 2.71 CHF 30,000 30,000 29,837 29,837 80,982 CHF 81,281 CHF 98.58% 98.58%

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