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% 4.36 CHF 4.37 CHF 116,000 116,000 113,569 113,569 511,441 CHF 512,578 CHF 99.42% 99.42%
15/05/2024 0.20% 4.95 CHF 4.96 CHF 108,000 108,000 108,818 108,818 534,817 CHF 535,908 CHF 99.99% 99.99%
14/05/2024 0.20% 4.86 CHF 4.87 CHF 110,000 110,000 109,515 109,515 534,199 CHF 535,295 CHF 100.00% 100.00%
13/05/2024 0.20% 4.98 CHF 4.99 CHF 108,000 108,000 107,554 107,554 534,738 CHF 535,813 CHF 99.82% 99.82%
10/05/2024 0.20% 4.96 CHF 4.97 CHF 108,000 108,000 108,950 108,950 537,329 CHF 538,419 CHF 100.00% 100.00%
08/05/2024 0.21% 4.63 CHF 4.64 CHF 112,000 112,000 112,172 112,172 521,884 CHF 523,006 CHF 98.93% 98.93%
07/05/2024 0.22% 4.60 CHF 4.61 CHF 114,000 114,000 114,558 114,558 511,402 CHF 512,549 CHF 99.88% 99.88%
06/05/2024 0.22% 4.52 CHF 4.53 CHF 114,000 114,000 114,080 114,080 512,936 CHF 514,077 CHF 100.00% 100.00%
03/05/2024 0.23% 4.42 CHF 4.43 CHF 116,000 116,000 115,853 115,853 508,399 CHF 509,558 CHF 99.94% 99.94%
02/05/2024 0.23% 4.35 CHF 4.36 CHF 116,000 116,000 116,487 116,487 504,477 CHF 505,642 CHF 98.54% 98.54%

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