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 0.24% 4.27 CHF 4.28 CHF 37,000 37,000 36,972 36,972 156,033 CHF 156,403 CHF 100.00% 100.00%
15/05/2024 0.24% 4.20 CHF 4.21 CHF 37,000 37,000 36,924 36,924 155,073 CHF 155,443 CHF 100.00% 100.00%
14/05/2024 0.25% 4.20 CHF 4.21 CHF 37,000 37,000 37,596 37,596 153,079 CHF 153,455 CHF 99.98% 99.98%
13/05/2024 0.26% 3.92 CHF 3.93 CHF 38,000 38,000 38,995 38,995 149,148 CHF 149,538 CHF 100.00% 100.00%
10/05/2024 0.26% 3.83 CHF 3.84 CHF 39,000 39,000 39,000 39,000 149,814 CHF 150,204 CHF 100.00% 100.00%
08/05/2024 0.26% 3.80 CHF 3.81 CHF 39,000 39,000 39,000 39,000 149,589 CHF 149,979 CHF 99.06% 99.06%
07/05/2024 0.27% 3.80 CHF 3.81 CHF 39,000 39,000 39,496 39,496 147,175 CHF 147,570 CHF 99.60% 99.60%
06/05/2024 0.27% 3.72 CHF 3.73 CHF 40,000 40,000 39,989 39,989 146,937 CHF 147,337 CHF 100.00% 100.00%
03/05/2024 0.28% 3.52 CHF 3.53 CHF 41,000 41,000 40,707 40,707 143,535 CHF 143,942 CHF 99.98% 99.98%
02/05/2024 0.29% 3.59 CHF 3.60 CHF 40,000 40,000 40,829 40,829 143,013 CHF 143,421 CHF 99.99% 99.99%

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