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 0.31% 3.25 CHF 3.26 CHF 43,000 43,000 42,933 42,933 139,515 CHF 139,945 CHF 100.00% 100.00%
15/05/2024 0.31% 3.28 CHF 3.29 CHF 43,000 43,000 42,881 42,881 140,174 CHF 140,603 CHF 100.00% 100.00%
14/05/2024 0.31% 3.28 CHF 3.29 CHF 43,000 43,000 42,992 42,992 138,731 CHF 139,161 CHF 100.00% 100.00%
13/05/2024 0.31% 3.23 CHF 3.24 CHF 43,000 43,000 43,000 43,000 139,407 CHF 139,837 CHF 100.00% 100.00%
10/05/2024 0.31% 3.19 CHF 3.20 CHF 43,000 43,000 43,000 43,000 137,860 CHF 138,290 CHF 100.00% 100.00%
08/05/2024 0.33% 3.05 CHF 3.06 CHF 44,000 44,000 43,992 43,992 133,783 CHF 134,223 CHF 99.09% 99.09%
07/05/2024 0.33% 3.05 CHF 3.06 CHF 44,000 44,000 44,224 44,224 133,000 CHF 133,442 CHF 99.88% 99.88%
06/05/2024 0.35% 2.91 CHF 2.92 CHF 45,000 45,000 45,098 45,098 130,133 CHF 130,584 CHF 100.00% 100.00%
03/05/2024 0.35% 2.85 CHF 2.86 CHF 45,000 45,000 45,123 45,123 129,590 CHF 130,041 CHF 99.96% 99.96%
02/05/2024 0.35% 2.84 CHF 2.85 CHF 45,000 45,000 45,598 45,598 129,263 CHF 129,719 CHF 100.00% 100.00%

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