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
23/05/2024 0.46% 4.38 CHF 4.40 CHF 63,000 63,000 62,784 62,784 274,239 CHF 275,499 CHF 99.99% 99.99%
22/05/2024 0.47% 4.32 CHF 4.34 CHF 63,000 63,000 63,826 63,826 273,849 CHF 275,126 CHF 100.00% 100.00%
21/05/2024 0.46% 4.28 CHF 4.30 CHF 64,000 64,000 63,742 63,742 274,556 CHF 275,831 CHF 95.98% 95.98%
17/05/2024 0.47% 4.29 CHF 4.31 CHF 64,000 64,000 64,013 64,013 273,272 CHF 274,552 CHF 100.00% 100.00%
16/05/2024 0.46% 4.30 CHF 4.32 CHF 64,000 64,000 62,989 62,989 275,157 CHF 276,418 CHF 100.00% 100.00%
15/05/2024 0.46% 4.40 CHF 4.42 CHF 63,000 63,000 63,349 63,349 273,887 CHF 275,157 CHF 100.00% 100.00%
14/05/2024 0.47% 4.28 CHF 4.30 CHF 64,000 64,000 64,198 64,198 271,475 CHF 272,759 CHF 99.98% 99.98%
13/05/2024 0.46% 4.27 CHF 4.29 CHF 64,000 64,000 63,722 63,722 274,351 CHF 275,625 CHF 100.00% 100.00%
10/05/2024 0.45% 4.42 CHF 4.44 CHF 61,000 61,000 61,158 61,158 269,943 CHF 271,166 CHF 100.00% 100.00%
08/05/2024 0.47% 4.24 CHF 4.26 CHF 63,000 63,000 62,768 62,768 267,448 CHF 268,703 CHF 99.25% 99.25%

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