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
15/05/2024 0.30% 3.30 CHF 3.31 CHF 500,000 500,000 499,005 499,005 1,655,480 CHF 1,660,480 CHF 100.00% 100.00%
14/05/2024 0.31% 3.31 CHF 3.32 CHF 500,000 500,000 499,911 499,911 1,625,210 CHF 1,630,210 CHF 100.00% 100.00%
13/05/2024 0.31% 3.23 CHF 3.24 CHF 500,000 500,000 500,000 500,000 1,619,030 CHF 1,624,030 CHF 100.00% 100.00%
10/05/2024 0.32% 3.20 CHF 3.21 CHF 500,000 500,000 500,000 500,000 1,574,290 CHF 1,579,290 CHF 100.00% 100.00%
08/05/2024 0.30% 3.25 CHF 3.26 CHF 500,000 500,000 499,912 499,912 1,664,320 CHF 1,669,320 CHF 99.63% 99.63%
07/05/2024 0.31% 3.27 CHF 3.28 CHF 500,000 500,000 499,705 499,705 1,626,570 CHF 1,631,570 CHF 100.00% 100.00%
06/05/2024 0.31% 3.22 CHF 3.23 CHF 500,000 500,000 499,706 499,706 1,601,300 CHF 1,606,300 CHF 100.00% 100.00%
03/05/2024 0.31% 3.23 CHF 3.24 CHF 500,000 500,000 500,000 500,000 1,597,470 CHF 1,602,470 CHF 99.94% 99.94%
02/05/2024 0.31% 3.28 CHF 3.29 CHF 500,000 500,000 500,000 500,000 1,601,090 CHF 1,606,090 CHF 99.99% 99.99%
30/04/2024 0.34% 3.00 CHF 3.01 CHF 500,000 500,000 499,799 499,799 1,458,510 CHF 1,463,510 CHF 99.99% 99.99%

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