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 0.43% 2.28 CHF 2.29 CHF 106,000 106,000 104,193 104,193 239,615 CHF 240,657 CHF 100.00% 100.00%
15/05/2024 0.43% 2.34 CHF 2.35 CHF 98,000 98,000 97,606 97,606 230,182 CHF 231,161 CHF 100.00% 100.00%
14/05/2024 0.42% 2.39 CHF 2.40 CHF 98,000 98,000 97,569 97,569 233,576 CHF 234,552 CHF 100.00% 100.00%
13/05/2024 0.43% 2.35 CHF 2.36 CHF 98,000 98,000 99,571 99,571 229,758 CHF 230,753 CHF 100.00% 100.00%
10/05/2024 0.44% 2.26 CHF 2.27 CHF 100,000 100,000 100,357 100,357 226,061 CHF 227,064 CHF 100.00% 100.00%
08/05/2024 0.45% 2.24 CHF 2.25 CHF 102,000 102,000 101,546 101,546 224,712 CHF 225,728 CHF 98.84% 98.84%
07/05/2024 0.43% 2.38 CHF 2.39 CHF 98,000 98,000 99,081 99,081 231,758 CHF 232,749 CHF 97.91% 97.91%
06/05/2024 0.43% 2.33 CHF 2.34 CHF 100,000 100,000 99,106 99,106 232,268 CHF 233,259 CHF 100.00% 100.00%
03/05/2024 0.43% 2.30 CHF 2.31 CHF 100,000 100,000 99,588 99,588 229,180 CHF 230,176 CHF 99.99% 99.99%
02/05/2024 0.43% 2.29 CHF 2.30 CHF 100,000 100,000 99,588 99,588 228,756 CHF 229,752 CHF 100.00% 100.00%

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