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
17/05/2024 0.37% 2.70 CHF 2.71 CHF 600,000 200,000 600,000 200,000 1,604,760 CHF 536,920 CHF 98.16% 98.16%
16/05/2024 0.37% 2.68 CHF 2.69 CHF 600,000 200,000 600,000 200,000 1,603,800 CHF 536,600 CHF 98.76% 98.76%
15/05/2024 0.39% 2.62 CHF 2.63 CHF 600,000 200,000 600,000 200,000 1,554,310 CHF 520,103 CHF 98.68% 98.68%
14/05/2024 0.39% 2.58 CHF 2.59 CHF 600,000 200,000 600,000 200,000 1,555,360 CHF 520,455 CHF 98.75% 98.75%
13/05/2024 0.38% 2.62 CHF 2.63 CHF 600,000 200,000 600,000 200,000 1,569,110 CHF 525,035 CHF 93.43% 93.43%
10/05/2024 0.38% 2.60 CHF 2.61 CHF 600,000 200,000 600,000 200,000 1,569,610 CHF 525,202 CHF 98.77% 98.77%
08/05/2024 0.38% 2.60 CHF 2.61 CHF 600,000 200,000 600,000 200,000 1,562,330 CHF 522,777 CHF 98.75% 98.75%
07/05/2024 0.40% 2.56 CHF 2.57 CHF 600,000 200,000 600,000 200,000 1,510,530 CHF 505,509 CHF 98.79% 98.79%
06/05/2024 0.40% 2.49 CHF 2.50 CHF 600,000 200,000 600,000 200,000 1,481,100 CHF 495,701 CHF 98.79% 98.79%
03/05/2024 0.41% 2.46 CHF 2.47 CHF 600,000 200,000 600,000 200,000 1,470,710 CHF 492,236 CHF 98.74% 98.74%

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