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 0.42% 2.38 CHF 2.39 CHF 115,000 115,000 114,385 114,385 274,980 CHF 276,125 CHF 100.00% 100.00%
15/05/2024 0.43% 2.35 CHF 2.36 CHF 115,000 115,000 114,329 114,329 266,370 CHF 267,515 CHF 100.00% 100.00%
14/05/2024 0.42% 2.39 CHF 2.40 CHF 115,000 115,000 114,492 114,492 270,587 CHF 271,732 CHF 100.00% 100.00%
13/05/2024 0.42% 2.38 CHF 2.39 CHF 115,000 115,000 114,526 114,526 272,582 CHF 273,727 CHF 100.00% 100.00%
10/05/2024 0.42% 2.36 CHF 2.37 CHF 115,000 115,000 114,526 114,526 272,723 CHF 273,868 CHF 100.00% 100.00%
08/05/2024 0.43% 2.31 CHF 2.32 CHF 110,000 110,000 109,886 109,886 254,602 CHF 255,702 CHF 99.08% 99.08%
07/05/2024 0.44% 2.30 CHF 2.31 CHF 110,000 110,000 114,164 114,164 258,725 CHF 259,868 CHF 99.81% 99.81%
06/05/2024 0.45% 2.22 CHF 2.23 CHF 115,000 115,000 114,526 114,526 251,986 CHF 253,132 CHF 100.00% 100.00%
03/05/2024 0.46% 2.10 CHF 2.11 CHF 115,000 115,000 114,526 114,526 246,414 CHF 247,559 CHF 99.98% 99.98%
02/05/2024 0.46% 2.19 CHF 2.20 CHF 115,000 115,000 114,526 114,526 250,935 CHF 252,080 CHF 100.00% 100.00%

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