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
16/05/2024 0.49% 2.03 CHF 2.04 CHF 250,000 100,000 250,000 100,000 512,649 CHF 206,060 CHF 99.17% 99.17%
15/05/2024 0.47% 2.04 CHF 2.05 CHF 250,000 100,000 250,000 100,000 533,860 CHF 214,544 CHF 94.71% 94.71%
14/05/2024 0.42% 2.28 CHF 2.29 CHF 250,000 100,000 250,000 100,000 588,978 CHF 236,591 CHF 99.16% 99.16%
13/05/2024 0.38% 2.63 CHF 2.64 CHF 250,000 100,000 250,000 100,000 654,332 CHF 262,733 CHF 98.69% 98.69%
10/05/2024 0.38% 2.60 CHF 2.61 CHF 250,000 100,000 250,000 100,000 654,774 CHF 262,910 CHF 99.17% 99.17%
08/05/2024 0.38% 2.65 CHF 2.66 CHF 250,000 100,000 250,000 100,000 664,664 CHF 266,866 CHF 99.17% 99.17%
07/05/2024 0.37% 2.64 CHF 2.65 CHF 250,000 100,000 250,000 100,000 676,478 CHF 271,591 CHF 97.17% 97.17%
06/05/2024 0.36% 2.76 CHF 2.77 CHF 250,000 100,000 250,000 100,000 693,200 CHF 278,280 CHF 99.17% 99.17%
03/05/2024 0.36% 2.74 CHF 2.75 CHF 250,000 100,000 250,000 100,000 683,824 CHF 274,529 CHF 99.14% 99.14%
02/05/2024 0.35% 2.82 CHF 2.83 CHF 250,000 100,000 250,000 100,000 710,406 CHF 285,163 CHF 99.11% 99.11%

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