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 0.53% 1.94 CHF 1.95 CHF 46,000 46,000 45,568 45,568 87,234 CHF 87,690 CHF 100.00% 100.00%
15/05/2024 0.52% 1.88 CHF 1.89 CHF 46,000 46,000 45,965 45,965 89,907 CHF 90,367 CHF 99.88% 99.88%
14/05/2024 0.47% 2.16 CHF 2.17 CHF 48,000 48,000 47,384 47,384 100,403 CHF 100,877 CHF 99.06% 99.06%
13/05/2024 0.50% 2.05 CHF 2.06 CHF 47,000 47,000 46,474 46,474 94,247 CHF 94,713 CHF 100.00% 100.00%
10/05/2024 0.52% 1.97 CHF 1.98 CHF 46,000 46,000 45,574 45,574 88,987 CHF 89,443 CHF 93.37% 99.52%
08/05/2024 0.50% 2.02 CHF 2.03 CHF 46,000 46,000 45,873 45,873 91,001 CHF 91,460 CHF 99.51% 99.51%
07/05/2024 0.49% 2.03 CHF 2.04 CHF 46,000 46,000 45,891 45,891 94,151 CHF 94,610 CHF 99.77% 99.77%
06/05/2024 0.49% 2.08 CHF 2.09 CHF 47,000 47,000 45,645 45,645 93,439 CHF 93,896 CHF 98.68% 98.68%
03/05/2024 0.49% 2.04 CHF 2.05 CHF 46,000 46,000 45,957 45,957 94,190 CHF 94,650 CHF 97.81% 98.47%
02/05/2024 0.48% 2.12 CHF 2.13 CHF 47,000 47,000 46,583 46,583 96,831 CHF 97,297 CHF 99.17% 99.17%

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