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
22/05/2024 0.46% 2.16 CHF 2.17 CHF 450,000 100,000 450,000 100,000 978,416 CHF 218,426 CHF 99.17% 99.17%
21/05/2024 0.48% 2.18 CHF 2.19 CHF 450,000 100,000 450,000 100,000 927,361 CHF 207,080 CHF 99.07% 99.07%
17/05/2024 0.50% 1.99 CHF 2.00 CHF 450,000 100,000 450,000 100,000 897,802 CHF 200,511 CHF 99.17% 99.17%
16/05/2024 0.50% 2.01 CHF 2.02 CHF 450,000 100,000 450,000 100,000 891,865 CHF 199,192 CHF 99.17% 99.17%
15/05/2024 0.49% 1.95 CHF 1.96 CHF 450,000 100,000 450,000 100,000 910,983 CHF 203,441 CHF 94.71% 94.71%
14/05/2024 0.46% 2.23 CHF 2.24 CHF 450,000 100,000 450,000 100,000 984,281 CHF 219,729 CHF 99.16% 99.16%
13/05/2024 0.48% 2.12 CHF 2.13 CHF 450,000 100,000 450,000 100,000 942,887 CHF 210,530 CHF 98.69% 98.69%
10/05/2024 0.49% 2.04 CHF 2.05 CHF 450,000 100,000 450,000 100,000 908,865 CHF 202,970 CHF 99.17% 99.17%
08/05/2024 0.49% 2.08 CHF 2.09 CHF 450,000 100,000 450,000 100,000 922,404 CHF 205,979 CHF 99.17% 99.17%
07/05/2024 0.47% 2.09 CHF 2.10 CHF 450,000 100,000 450,000 100,000 952,567 CHF 212,681 CHF 96.55% 96.55%

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