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
27/05/2024 0.29% 5.14 CHF 5.16 CHF 300,000 100,000 300,000 100,000 1,539,590 CHF 514,696 CHF 98.53% 98.53%
24/05/2024 0.31% 4.99 CHF 5.00 CHF 300,000 100,000 300,000 100,000 1,449,650 CHF 484,717 CHF 99.21% 99.21%
23/05/2024 0.29% 4.85 CHF 4.86 CHF 300,000 100,000 300,000 100,000 1,546,100 CHF 516,867 CHF 92.45% 92.45%
22/05/2024 0.30% 5.10 CHF 5.11 CHF 300,000 100,000 300,000 100,000 1,492,700 CHF 499,067 CHF 99.18% 99.18%
21/05/2024 0.30% 4.89 CHF 4.91 CHF 300,000 100,000 300,000 100,000 1,484,500 CHF 496,333 CHF 96.57% 96.57%
17/05/2024 0.30% 5.01 CHF 5.03 CHF 300,000 100,000 300,000 100,000 1,483,180 CHF 495,893 CHF 99.19% 99.19%
16/05/2024 0.32% 4.97 CHF 4.99 CHF 300,000 100,000 300,000 100,000 1,423,680 CHF 476,061 CHF 99.22% 99.22%
15/05/2024 0.34% 4.59 CHF 4.60 CHF 300,000 100,000 300,000 100,000 1,326,280 CHF 443,594 CHF 99.16% 99.16%
14/05/2024 0.35% 4.33 CHF 4.35 CHF 300,000 100,000 300,000 100,000 1,277,800 CHF 427,434 CHF 99.21% 99.21%
13/05/2024 0.35% 4.38 CHF 4.39 CHF 300,000 100,000 300,000 100,000 1,300,000 CHF 434,832 CHF 98.41% 98.41%

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