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
15/05/2024 0.38% 2.63 CHF 2.64 CHF 115,000 115,000 114,325 114,325 298,867 CHF 300,012 CHF 100.00% 100.00%
14/05/2024 0.38% 2.67 CHF 2.68 CHF 115,000 115,000 114,491 114,491 303,155 CHF 304,300 CHF 100.00% 100.00%
13/05/2024 0.37% 2.67 CHF 2.68 CHF 115,000 115,000 114,526 114,526 305,059 CHF 306,204 CHF 100.00% 100.00%
10/05/2024 0.37% 2.64 CHF 2.65 CHF 115,000 115,000 114,526 114,526 305,232 CHF 306,377 CHF 100.00% 100.00%
08/05/2024 0.38% 2.59 CHF 2.60 CHF 110,000 110,000 109,889 109,889 285,765 CHF 286,864 CHF 99.08% 99.08%
07/05/2024 0.39% 2.58 CHF 2.59 CHF 110,000 110,000 114,118 114,118 290,929 CHF 292,072 CHF 99.94% 99.94%
06/05/2024 0.40% 2.51 CHF 2.52 CHF 115,000 115,000 114,526 114,526 284,313 CHF 285,458 CHF 100.00% 100.00%
03/05/2024 0.41% 2.39 CHF 2.40 CHF 115,000 115,000 114,526 114,526 278,752 CHF 279,897 CHF 99.98% 99.98%
02/05/2024 0.40% 2.47 CHF 2.48 CHF 115,000 115,000 114,526 114,526 283,303 CHF 284,448 CHF 100.00% 100.00%
30/04/2024 0.40% 2.46 CHF 2.47 CHF 115,000 115,000 114,453 114,453 282,767 CHF 283,912 CHF 100.00% 100.00%

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