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 0.27% 3.69 CHF 3.70 CHF 300,000 100,000 300,000 100,000 1,093,390 CHF 365,462 CHF 98.81% 98.81%
15/05/2024 0.28% 3.61 CHF 3.62 CHF 300,000 100,000 300,000 100,000 1,086,750 CHF 363,249 CHF 98.69% 98.69%
14/05/2024 0.28% 3.61 CHF 3.62 CHF 300,000 100,000 300,000 100,000 1,067,090 CHF 356,696 CHF 98.82% 98.82%
13/05/2024 0.28% 3.58 CHF 3.59 CHF 300,000 100,000 300,000 100,000 1,076,000 CHF 359,665 CHF 93.14% 93.14%
10/05/2024 0.28% 3.62 CHF 3.63 CHF 300,000 100,000 300,000 100,000 1,083,010 CHF 362,002 CHF 98.64% 98.64%
08/05/2024 0.27% 3.67 CHF 3.68 CHF 300,000 100,000 300,000 100,000 1,100,190 CHF 367,732 CHF 98.31% 98.31%
07/05/2024 0.27% 3.65 CHF 3.66 CHF 300,000 100,000 300,000 100,000 1,105,390 CHF 369,465 CHF 98.44% 98.44%
06/05/2024 0.27% 3.71 CHF 3.72 CHF 300,000 100,000 300,000 100,000 1,107,370 CHF 370,124 CHF 98.45% 98.45%
03/05/2024 0.27% 3.70 CHF 3.71 CHF 300,000 100,000 300,000 100,000 1,109,620 CHF 370,872 CHF 98.74% 98.74%
02/05/2024 0.27% 3.70 CHF 3.71 CHF 300,000 100,000 300,000 100,000 1,098,790 CHF 367,264 CHF 98.77% 98.77%

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