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 1.09% 2.70 CHF 2.73 CHF 22,300 22,300 22,282 22,282 61,330 CHF 61,999 CHF 100.00% 100.00%
15/05/2024 1.07% 2.90 CHF 2.93 CHF 24,300 24,300 24,238 24,238 68,275 CHF 69,004 CHF 100.00% 100.00%
14/05/2024 0.79% 2.66 CHF 2.68 CHF 25,500 25,500 25,521 25,521 64,273 CHF 64,784 CHF 100.00% 100.00%
13/05/2024 0.78% 2.50 CHF 2.52 CHF 26,600 26,600 26,600 26,600 67,686 CHF 68,218 CHF 100.00% 100.00%
10/05/2024 0.90% 2.34 CHF 2.36 CHF 32,600 32,600 32,600 32,600 72,254 CHF 72,906 CHF 100.00% 100.00%
08/05/2024 0.94% 2.05 CHF 2.07 CHF 28,600 28,600 28,600 28,600 60,626 CHF 61,198 CHF 99.09% 99.09%
07/05/2024 0.80% 2.44 CHF 2.46 CHF 42,700 42,700 41,373 41,373 103,087 CHF 103,914 CHF 99.52% 99.52%
06/05/2024 1.36% 1.52 CHF 1.54 CHF 48,800 48,800 48,800 48,800 71,099 CHF 72,075 CHF 100.00% 100.00%
03/05/2024 0.76% 1.35 CHF 1.36 CHF 53,000 53,000 53,024 53,024 69,914 CHF 70,444 CHF 99.97% 99.97%
02/05/2024 0.79% 1.23 CHF 1.24 CHF 55,900 55,900 55,549 55,549 70,272 CHF 70,827 CHF 99.99% 99.99%

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