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 0.38% 2.64 CHF 2.65 CHF 500,000 500,000 499,109 499,109 1,325,300 CHF 1,330,300 CHF 100.00% 100.00%
14/05/2024 0.39% 2.65 CHF 2.66 CHF 500,000 500,000 499,914 499,914 1,293,360 CHF 1,298,360 CHF 100.00% 100.00%
13/05/2024 0.39% 2.57 CHF 2.58 CHF 500,000 500,000 500,000 500,000 1,286,870 CHF 1,291,870 CHF 100.00% 100.00%
10/05/2024 0.40% 2.54 CHF 2.55 CHF 500,000 500,000 500,000 500,000 1,242,450 CHF 1,247,450 CHF 100.00% 100.00%
08/05/2024 0.37% 2.58 CHF 2.59 CHF 500,000 500,000 499,915 499,915 1,331,440 CHF 1,336,440 CHF 99.63% 99.63%
07/05/2024 0.39% 2.61 CHF 2.62 CHF 500,000 500,000 499,706 499,706 1,294,810 CHF 1,299,810 CHF 100.00% 100.00%
06/05/2024 0.39% 2.56 CHF 2.57 CHF 500,000 500,000 499,706 499,706 1,269,880 CHF 1,274,880 CHF 100.00% 100.00%
03/05/2024 0.39% 2.56 CHF 2.57 CHF 500,000 500,000 500,000 500,000 1,265,300 CHF 1,270,300 CHF 99.96% 99.96%
02/05/2024 0.39% 2.61 CHF 2.62 CHF 500,000 500,000 500,000 500,000 1,266,700 CHF 1,271,700 CHF 100.00% 100.00%
30/04/2024 0.44% 2.33 CHF 2.34 CHF 500,000 500,000 499,799 499,799 1,123,520 CHF 1,128,520 CHF 100.00% 100.00%

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