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
24/05/2024 0.31% 3.19 CHF 3.20 CHF 59,000 59,000 59,367 59,367 189,800 CHF 190,393 CHF 100.00% 100.00%
23/05/2024 0.32% 3.21 CHF 3.22 CHF 59,000 59,000 59,316 59,316 188,136 CHF 188,731 CHF 100.00% 100.00%
22/05/2024 0.32% 3.07 CHF 3.08 CHF 60,000 60,000 60,000 60,000 186,998 CHF 187,598 CHF 100.00% 100.00%
21/05/2024 0.32% 3.08 CHF 3.09 CHF 60,000 60,000 59,941 59,941 185,993 CHF 186,593 CHF 99.73% 99.73%
17/05/2024 0.33% 3.07 CHF 3.08 CHF 60,000 60,000 60,439 60,439 182,899 CHF 183,503 CHF 99.33% 99.33%
16/05/2024 0.34% 2.96 CHF 2.97 CHF 61,000 61,000 60,947 60,947 180,095 CHF 180,705 CHF 99.99% 99.99%
15/05/2024 0.35% 2.97 CHF 2.98 CHF 61,000 61,000 61,461 61,461 177,667 CHF 178,283 CHF 100.00% 100.00%
14/05/2024 0.35% 2.87 CHF 2.88 CHF 62,000 62,000 61,982 61,982 177,364 CHF 177,984 CHF 99.98% 99.98%
13/05/2024 0.34% 2.93 CHF 2.94 CHF 61,000 61,000 61,065 61,065 178,944 CHF 179,554 CHF 100.00% 100.00%
10/05/2024 0.35% 2.87 CHF 2.88 CHF 62,000 62,000 61,672 61,672 178,156 CHF 178,773 CHF 100.00% 100.00%

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