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 0.22% 4.47 CHF 4.48 CHF 116,000 116,000 113,567 113,567 523,527 CHF 524,664 CHF 99.42% 99.42%
15/05/2024 0.20% 5.06 CHF 5.07 CHF 108,000 108,000 108,823 108,823 546,384 CHF 547,474 CHF 100.00% 100.00%
14/05/2024 0.20% 4.96 CHF 4.97 CHF 110,000 110,000 109,515 109,515 545,754 CHF 546,849 CHF 99.98% 99.98%
13/05/2024 0.20% 5.08 CHF 5.09 CHF 108,000 108,000 107,554 107,554 546,084 CHF 547,159 CHF 99.85% 99.85%
10/05/2024 0.20% 5.07 CHF 5.08 CHF 108,000 108,000 108,949 108,949 548,869 CHF 549,958 CHF 100.00% 100.00%
08/05/2024 0.21% 4.74 CHF 4.75 CHF 112,000 112,000 112,171 112,171 533,733 CHF 534,855 CHF 98.93% 98.93%
07/05/2024 0.22% 4.71 CHF 4.72 CHF 114,000 114,000 114,601 114,601 523,656 CHF 524,803 CHF 99.75% 99.75%
06/05/2024 0.22% 4.63 CHF 4.64 CHF 114,000 114,000 114,080 114,080 524,913 CHF 526,054 CHF 100.00% 100.00%
03/05/2024 0.22% 4.53 CHF 4.54 CHF 116,000 116,000 115,854 115,854 520,565 CHF 521,724 CHF 99.98% 99.98%
02/05/2024 0.23% 4.45 CHF 4.46 CHF 116,000 116,000 116,487 116,487 516,771 CHF 517,936 CHF 98.55% 98.55%

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