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 0.46% 2.20 CHF 2.21 CHF 100,000 100,000 100,000 100,000 217,165 CHF 218,165 CHF 99.84% 99.84%
15/05/2024 0.46% 2.16 CHF 2.17 CHF 100,000 100,000 100,000 100,000 216,210 CHF 217,210 CHF 100.00% 100.00%
14/05/2024 0.48% 2.16 CHF 2.17 CHF 100,000 100,000 100,000 100,000 209,887 CHF 210,887 CHF 99.01% 99.01%
13/05/2024 0.50% 2.03 CHF 2.04 CHF 100,000 100,000 100,000 100,000 197,683 CHF 198,683 CHF 100.00% 100.00%
10/05/2024 0.50% 1.98 CHF 1.99 CHF 100,000 100,000 100,000 100,000 198,500 CHF 199,500 CHF 100.00% 100.00%
08/05/2024 0.50% 1.96 CHF 1.97 CHF 100,000 100,000 100,000 100,000 198,190 CHF 199,190 CHF 100.00% 100.00%
07/05/2024 0.52% 1.96 CHF 1.97 CHF 100,000 100,000 100,000 100,000 192,774 CHF 193,774 CHF 99.83% 99.83%
06/05/2024 0.52% 1.92 CHF 1.93 CHF 100,000 100,000 100,000 100,000 190,250 CHF 191,250 CHF 99.78% 99.78%
03/05/2024 0.55% 1.83 CHF 1.84 CHF 100,000 100,000 100,000 99,998 182,933 CHF 183,929 CHF 100.00% 100.00%
02/05/2024 0.55% 1.86 CHF 1.87 CHF 100,000 100,000 100,000 100,000 181,753 CHF 182,753 CHF 99.95% 99.95%

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