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 0.34% 2.90 CHF 2.91 CHF 25,000 25,000 25,000 25,000 74,183 CHF 74,433 CHF 99.88% 99.88%
15/05/2024 0.35% 2.93 CHF 2.94 CHF 25,000 25,000 25,000 25,000 70,661 CHF 70,911 CHF 100.00% 100.00%
14/05/2024 0.38% 2.77 CHF 2.78 CHF 25,000 25,000 25,000 25,000 66,357 CHF 66,607 CHF 84.25% 84.25%
13/05/2024 0.38% 2.63 CHF 2.64 CHF 25,000 25,000 25,000 25,000 64,899 CHF 65,149 CHF 100.00% 100.00%
10/05/2024 0.38% 2.57 CHF 2.58 CHF 25,000 25,000 25,000 25,000 64,823 CHF 65,073 CHF 100.00% 100.00%
08/05/2024 0.38% 2.58 CHF 2.59 CHF 25,000 25,000 25,000 25,000 66,345 CHF 66,595 CHF 100.00% 100.00%
07/05/2024 0.36% 2.77 CHF 2.78 CHF 25,000 25,000 25,000 25,000 70,069 CHF 70,319 CHF 99.86% 99.86%
06/05/2024 0.40% 2.50 CHF 2.51 CHF 25,000 25,000 25,000 25,000 62,914 CHF 63,164 CHF 99.83% 99.83%
03/05/2024 0.41% 2.46 CHF 2.47 CHF 25,000 25,000 25,000 25,000 61,547 CHF 61,797 CHF 100.00% 100.00%
02/05/2024 0.42% 2.30 CHF 2.31 CHF 25,000 25,000 25,000 25,000 59,776 CHF 60,026 CHF 100.00% 100.00%

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