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 0.29% 3.49 CHF 3.50 CHF 43,000 43,000 42,933 42,933 149,555 CHF 149,985 CHF 100.00% 100.00%
15/05/2024 0.29% 3.51 CHF 3.52 CHF 43,000 43,000 42,872 42,872 150,140 CHF 150,569 CHF 99.99% 99.99%
14/05/2024 0.29% 3.51 CHF 3.52 CHF 43,000 43,000 42,992 42,992 148,756 CHF 149,186 CHF 100.00% 100.00%
13/05/2024 0.29% 3.47 CHF 3.48 CHF 43,000 43,000 43,000 43,000 149,370 CHF 149,800 CHF 100.00% 100.00%
10/05/2024 0.29% 3.43 CHF 3.44 CHF 43,000 43,000 43,000 43,000 147,879 CHF 148,309 CHF 100.00% 100.00%
08/05/2024 0.31% 3.28 CHF 3.29 CHF 44,000 44,000 43,991 43,991 143,963 CHF 144,403 CHF 99.08% 99.08%
07/05/2024 0.31% 3.29 CHF 3.30 CHF 44,000 44,000 44,224 44,224 143,237 CHF 143,680 CHF 99.88% 99.88%
06/05/2024 0.32% 3.14 CHF 3.15 CHF 45,000 45,000 45,098 45,098 140,610 CHF 141,061 CHF 100.00% 100.00%
03/05/2024 0.32% 3.08 CHF 3.09 CHF 45,000 45,000 45,124 45,124 140,011 CHF 140,462 CHF 99.99% 99.99%
02/05/2024 0.33% 3.07 CHF 3.08 CHF 45,000 45,000 45,598 45,598 139,808 CHF 140,264 CHF 99.98% 99.98%

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