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 0.82% 2.42 CHF 2.44 CHF 71,000 71,000 70,823 70,823 172,189 CHF 173,606 CHF 99.99% 99.99%
15/05/2024 0.84% 2.43 CHF 2.45 CHF 71,000 71,000 71,290 71,290 169,167 CHF 170,596 CHF 100.00% 100.00%
14/05/2024 0.88% 2.31 CHF 2.33 CHF 72,000 72,000 72,768 72,768 164,306 CHF 165,761 CHF 100.00% 100.00%
13/05/2024 0.87% 2.25 CHF 2.27 CHF 73,000 73,000 72,594 72,594 165,468 CHF 166,920 CHF 99.85% 99.85%
10/05/2024 0.87% 2.27 CHF 2.29 CHF 73,000 73,000 72,603 72,603 165,679 CHF 167,131 CHF 100.00% 100.00%
08/05/2024 0.88% 2.26 CHF 2.28 CHF 73,000 73,000 72,727 72,727 165,065 CHF 166,519 CHF 98.93% 98.93%
07/05/2024 0.91% 2.21 CHF 2.23 CHF 74,000 74,000 73,675 73,675 161,855 CHF 163,329 CHF 99.75% 99.75%
06/05/2024 1.05% 1.91 CHF 1.93 CHF 78,000 78,000 77,930 77,930 147,840 CHF 149,399 CHF 100.00% 100.00%
03/05/2024 0.84% 1.84 CHF 1.86 CHF 79,000 79,000 79,734 79,734 142,547 CHF 143,761 CHF 99.97% 99.97%
02/05/2024 0.59% 1.68 CHF 1.69 CHF 82,000 82,000 81,292 81,292 137,415 CHF 138,228 CHF 98.56% 98.56%

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