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 0.34% 2.92 CHF 2.93 CHF 43,000 43,000 42,934 42,934 125,273 CHF 125,702 CHF 100.00% 100.00%
15/05/2024 0.34% 2.95 CHF 2.96 CHF 43,000 43,000 42,872 42,872 125,939 CHF 126,369 CHF 100.00% 100.00%
14/05/2024 0.34% 2.95 CHF 2.96 CHF 43,000 43,000 42,992 42,992 124,497 CHF 124,927 CHF 99.97% 99.97%
13/05/2024 0.34% 2.90 CHF 2.91 CHF 43,000 43,000 43,000 43,000 125,200 CHF 125,630 CHF 100.00% 100.00%
10/05/2024 0.35% 2.86 CHF 2.87 CHF 43,000 43,000 43,000 43,000 123,652 CHF 124,082 CHF 100.00% 100.00%
08/05/2024 0.37% 2.72 CHF 2.73 CHF 44,000 44,000 43,992 43,992 119,260 CHF 119,700 CHF 99.09% 99.09%
07/05/2024 0.37% 2.72 CHF 2.73 CHF 44,000 44,000 44,224 44,224 118,398 CHF 118,840 CHF 99.88% 99.88%
06/05/2024 0.39% 2.58 CHF 2.59 CHF 45,000 45,000 45,098 45,098 115,321 CHF 115,772 CHF 100.00% 100.00%
03/05/2024 0.39% 2.52 CHF 2.53 CHF 45,000 45,000 45,123 45,123 114,722 CHF 115,174 CHF 99.98% 99.98%
02/05/2024 0.40% 2.51 CHF 2.52 CHF 45,000 45,000 45,598 45,598 114,219 CHF 114,675 CHF 100.00% 100.00%

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