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
14/05/2024 0.34% 2.98 CHF 2.99 CHF 500,000 500,000 499,911 499,911 1,459,200 CHF 1,464,200 CHF 100.00% 100.00%
13/05/2024 0.34% 2.90 CHF 2.91 CHF 500,000 500,000 500,000 500,000 1,452,740 CHF 1,457,740 CHF 100.00% 100.00%
10/05/2024 0.35% 2.87 CHF 2.88 CHF 500,000 500,000 500,000 500,000 1,408,440 CHF 1,413,440 CHF 100.00% 100.00%
08/05/2024 0.33% 2.92 CHF 2.93 CHF 500,000 500,000 499,912 499,912 1,498,190 CHF 1,503,190 CHF 99.63% 99.63%
07/05/2024 0.34% 2.94 CHF 2.95 CHF 500,000 500,000 499,718 499,718 1,460,710 CHF 1,465,710 CHF 100.00% 100.00%
06/05/2024 0.35% 2.89 CHF 2.90 CHF 500,000 500,000 499,706 499,706 1,435,360 CHF 1,440,350 CHF 100.00% 100.00%
03/05/2024 0.35% 2.89 CHF 2.90 CHF 500,000 500,000 500,000 500,000 1,431,130 CHF 1,436,130 CHF 99.96% 99.96%
02/05/2024 0.35% 2.94 CHF 2.95 CHF 500,000 500,000 500,000 500,000 1,433,880 CHF 1,438,880 CHF 99.99% 99.99%
30/04/2024 0.39% 2.67 CHF 2.68 CHF 500,000 500,000 499,799 499,799 1,291,020 CHF 1,296,020 CHF 100.00% 100.00%
29/04/2024 0.40% 2.57 CHF 2.58 CHF 500,000 500,000 499,915 499,915 1,260,950 CHF 1,265,950 CHF 100.00% 100.00%

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