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 0.51% 2.38 CHF 2.39 CHF 30,000 25,000 30,000 25,000 71,444 CHF 59,841 CHF 96.74% 96.74%
21/05/2024 0.56% 2.18 CHF 2.19 CHF 30,000 25,000 30,000 25,000 65,048 CHF 54,512 CHF 99.98% 99.98%
17/05/2024 0.58% 2.12 CHF 2.13 CHF 30,000 25,000 30,000 25,000 63,283 CHF 53,040 CHF 100.00% 100.00%
16/05/2024 0.76% 2.21 CHF 2.22 CHF 30,000 25,000 21,126 18,662 46,972 CHF 41,771 CHF 99.35% 99.35%
15/05/2024 1.02% 2.18 CHF 2.20 CHF 12,500 12,500 12,399 12,399 26,693 CHF 26,965 CHF 98.95% 98.95%
14/05/2024 0.98% 2.12 CHF 2.15 CHF 12,500 12,500 12,500 12,500 27,004 CHF 27,271 CHF 97.99% 97.99%
13/05/2024 0.68% 1.53 CHF 1.54 CHF 40,000 25,000 40,000 25,000 61,261 CHF 38,551 CHF 100.00% 100.00%
10/05/2024 0.72% 1.46 CHF 1.47 CHF 40,000 25,000 40,000 25,000 58,227 CHF 36,655 CHF 100.00% 100.00%
08/05/2024 0.74% 1.42 CHF 1.43 CHF 40,000 25,000 40,000 25,000 57,316 CHF 36,088 CHF 100.00% 100.00%
07/05/2024 0.73% 1.44 CHF 1.45 CHF 40,000 25,000 40,000 25,000 54,277 CHF 34,173 CHF 98.81% 98.81%

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