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
23/05/2024 0.23% 4.46 CHF 4.47 CHF 114,000 114,000 113,494 113,494 501,981 CHF 503,120 CHF 99.60% 99.60%
22/05/2024 0.23% 4.31 CHF 4.32 CHF 116,000 116,000 115,423 115,423 500,898 CHF 502,052 CHF 100.00% 100.00%
21/05/2024 0.24% 4.27 CHF 4.28 CHF 116,000 116,000 115,466 115,466 491,691 CHF 492,847 CHF 99.51% 99.51%
17/05/2024 0.24% 4.27 CHF 4.28 CHF 116,000 116,000 116,997 116,997 491,994 CHF 493,164 CHF 99.35% 99.35%
16/05/2024 0.22% 4.33 CHF 4.34 CHF 116,000 116,000 113,566 113,566 508,547 CHF 509,684 CHF 99.42% 99.42%
15/05/2024 0.21% 4.93 CHF 4.94 CHF 108,000 108,000 108,802 108,802 531,980 CHF 533,070 CHF 100.00% 100.00%
14/05/2024 0.21% 4.83 CHF 4.84 CHF 110,000 110,000 109,513 109,513 531,402 CHF 532,497 CHF 99.98% 99.98%
13/05/2024 0.20% 4.95 CHF 4.96 CHF 108,000 108,000 107,554 107,554 532,035 CHF 533,111 CHF 99.84% 99.84%
10/05/2024 0.20% 4.94 CHF 4.95 CHF 108,000 108,000 108,949 108,949 534,647 CHF 535,737 CHF 100.00% 100.00%
08/05/2024 0.22% 4.61 CHF 4.62 CHF 112,000 112,000 112,171 112,171 519,033 CHF 520,155 CHF 98.93% 98.93%

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