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
15/05/2024 0.37% 2.75 CHF 2.76 CHF 115,000 115,000 114,306 114,306 312,859 CHF 314,005 CHF 100.00% 100.00%
14/05/2024 0.36% 2.79 CHF 2.80 CHF 115,000 115,000 114,491 114,491 317,254 CHF 318,399 CHF 100.00% 100.00%
13/05/2024 0.36% 2.79 CHF 2.80 CHF 115,000 115,000 114,526 114,526 319,057 CHF 320,203 CHF 100.00% 100.00%
10/05/2024 0.36% 2.77 CHF 2.78 CHF 115,000 115,000 114,526 114,526 319,230 CHF 320,375 CHF 100.00% 100.00%
08/05/2024 0.37% 2.71 CHF 2.72 CHF 110,000 110,000 109,888 109,888 299,162 CHF 300,262 CHF 99.09% 99.09%
07/05/2024 0.37% 2.71 CHF 2.72 CHF 110,000 110,000 114,118 114,118 304,823 CHF 305,965 CHF 99.94% 99.94%
06/05/2024 0.38% 2.63 CHF 2.64 CHF 115,000 115,000 114,526 114,526 298,285 CHF 299,430 CHF 100.00% 100.00%
03/05/2024 0.39% 2.51 CHF 2.52 CHF 115,000 115,000 114,526 114,526 292,740 CHF 293,885 CHF 99.98% 99.98%
02/05/2024 0.38% 2.59 CHF 2.60 CHF 115,000 115,000 114,526 114,526 297,318 CHF 298,463 CHF 100.00% 100.00%
30/04/2024 0.39% 2.58 CHF 2.59 CHF 115,000 115,000 114,435 114,435 296,682 CHF 297,827 CHF 100.00% 100.00%

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