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 0.26% 3.89 CHF 3.90 CHF 300,000 100,000 300,000 100,000 1,152,880 CHF 385,294 CHF 98.81% 98.81%
15/05/2024 0.26% 3.81 CHF 3.82 CHF 300,000 100,000 300,000 100,000 1,146,160 CHF 383,053 CHF 98.69% 98.69%
14/05/2024 0.27% 3.81 CHF 3.82 CHF 300,000 100,000 300,000 100,000 1,126,500 CHF 376,500 CHF 98.83% 98.83%
13/05/2024 0.26% 3.77 CHF 3.78 CHF 300,000 100,000 300,000 100,000 1,135,480 CHF 379,494 CHF 93.14% 93.14%
10/05/2024 0.26% 3.81 CHF 3.82 CHF 300,000 100,000 300,000 100,000 1,142,220 CHF 381,739 CHF 98.64% 98.64%
08/05/2024 0.26% 3.86 CHF 3.87 CHF 300,000 100,000 300,000 100,000 1,159,430 CHF 387,476 CHF 98.31% 98.31%
07/05/2024 0.26% 3.85 CHF 3.86 CHF 300,000 100,000 300,000 100,000 1,164,570 CHF 389,189 CHF 98.44% 98.44%
06/05/2024 0.26% 3.90 CHF 3.91 CHF 300,000 100,000 300,000 100,000 1,166,370 CHF 389,791 CHF 98.45% 98.45%
03/05/2024 0.26% 3.89 CHF 3.90 CHF 300,000 100,000 300,000 100,000 1,168,830 CHF 390,611 CHF 98.76% 98.76%
02/05/2024 0.26% 3.89 CHF 3.90 CHF 300,000 100,000 300,000 100,000 1,157,930 CHF 386,977 CHF 98.76% 98.76%

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