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
15/05/2024 0.35% 2.87 CHF 2.88 CHF 115,000 115,000 114,300 114,300 325,750 CHF 326,896 CHF 100.00% 100.00%
14/05/2024 0.35% 2.91 CHF 2.92 CHF 115,000 115,000 114,491 114,491 330,073 CHF 331,218 CHF 100.00% 100.00%
13/05/2024 0.34% 2.90 CHF 2.91 CHF 115,000 115,000 114,526 114,526 331,942 CHF 333,087 CHF 100.00% 100.00%
10/05/2024 0.34% 2.88 CHF 2.89 CHF 115,000 115,000 114,526 114,526 332,038 CHF 333,184 CHF 100.00% 100.00%
08/05/2024 0.35% 2.83 CHF 2.84 CHF 110,000 110,000 109,887 109,887 311,404 CHF 312,503 CHF 99.08% 99.08%
07/05/2024 0.36% 2.82 CHF 2.83 CHF 110,000 110,000 114,165 114,165 317,749 CHF 318,891 CHF 99.81% 99.81%
06/05/2024 0.37% 2.74 CHF 2.75 CHF 115,000 115,000 114,526 114,526 311,109 CHF 312,254 CHF 100.00% 100.00%
03/05/2024 0.37% 2.62 CHF 2.63 CHF 115,000 115,000 114,526 114,526 305,574 CHF 306,719 CHF 99.99% 99.99%
02/05/2024 0.37% 2.71 CHF 2.72 CHF 115,000 115,000 114,526 114,526 310,126 CHF 311,271 CHF 99.98% 99.98%
30/04/2024 0.37% 2.69 CHF 2.70 CHF 115,000 115,000 114,454 114,454 309,519 CHF 310,664 CHF 100.00% 100.00%

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