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
24/05/2024 0.40% 2.50 CHF 2.51 CHF 600,000 200,000 600,000 200,000 1,483,460 CHF 496,488 CHF 80.58% 80.58%
23/05/2024 0.40% 2.45 CHF 2.46 CHF 600,000 200,000 600,000 200,000 1,489,280 CHF 498,426 CHF 87.98% 87.98%
22/05/2024 0.39% 2.52 CHF 2.53 CHF 600,000 200,000 600,000 200,000 1,537,010 CHF 514,338 CHF 79.12% 79.12%
21/05/2024 0.39% 2.58 CHF 2.59 CHF 600,000 200,000 600,000 200,000 1,526,350 CHF 510,784 CHF 72.41% 72.41%
17/05/2024 0.38% 2.60 CHF 2.61 CHF 600,000 200,000 600,000 200,000 1,558,980 CHF 521,660 CHF 86.73% 86.73%
16/05/2024 0.38% 2.58 CHF 2.59 CHF 600,000 200,000 600,000 200,000 1,561,720 CHF 522,572 CHF 89.25% 89.25%
15/05/2024 0.39% 2.62 CHF 2.63 CHF 600,000 200,000 600,000 200,000 1,548,020 CHF 518,006 CHF 92.08% 92.08%
14/05/2024 0.40% 2.52 CHF 2.53 CHF 600,000 200,000 600,000 200,000 1,501,570 CHF 502,525 CHF 85.34% 85.34%
13/05/2024 0.40% 2.47 CHF 2.48 CHF 600,000 200,000 600,000 200,000 1,491,310 CHF 499,104 CHF 74.71% 74.71%
10/05/2024 0.41% 2.45 CHF 2.46 CHF 600,000 200,000 600,000 200,000 1,476,520 CHF 494,173 CHF 85.11% 85.11%

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