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
22/05/2024 0.45% 2.60 CHF 2.61 CHF 25,000 25,000 25,000 25,000 65,187 CHF 65,480 CHF 96.67% 96.67%
21/05/2024 0.48% 2.41 CHF 2.42 CHF 30,000 25,000 30,000 25,000 71,769 CHF 60,095 CHF 100.00% 100.00%
17/05/2024 0.49% 2.35 CHF 2.36 CHF 30,000 25,000 30,000 25,000 70,060 CHF 58,672 CHF 99.99% 99.99%
16/05/2024 0.71% 2.44 CHF 2.45 CHF 30,000 25,000 21,126 18,662 51,724 CHF 45,981 CHF 99.35% 99.35%
15/05/2024 0.92% 2.41 CHF 2.43 CHF 12,500 12,500 12,399 12,399 29,492 CHF 29,763 CHF 98.95% 98.95%
14/05/2024 0.91% 2.35 CHF 2.37 CHF 12,500 12,500 12,500 12,500 29,804 CHF 30,078 CHF 97.97% 97.97%
13/05/2024 0.66% 1.75 CHF 1.76 CHF 30,000 25,000 30,000 25,000 52,680 CHF 44,191 CHF 100.00% 100.00%
10/05/2024 0.68% 1.69 CHF 1.70 CHF 30,000 25,000 31,565 25,000 52,994 CHF 42,297 CHF 100.00% 100.00%
08/05/2024 0.70% 1.64 CHF 1.65 CHF 40,000 25,000 35,889 25,000 59,417 CHF 41,726 CHF 100.00% 100.00%
07/05/2024 0.72% 1.67 CHF 1.68 CHF 30,000 25,000 39,890 25,000 63,059 CHF 39,811 CHF 98.16% 98.16%

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