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 0.25% 3.98 CHF 3.99 CHF 150,000 150,000 149,882 149,882 595,608 CHF 597,108 CHF 100.00% 100.00%
15/05/2024 0.27% 3.89 CHF 3.90 CHF 150,000 150,000 149,697 149,697 548,759 CHF 550,259 CHF 99.83% 99.83%
14/05/2024 0.29% 3.51 CHF 3.52 CHF 150,000 150,000 149,970 149,970 522,235 CHF 523,735 CHF 99.86% 99.86%
13/05/2024 0.30% 3.37 CHF 3.38 CHF 150,000 150,000 150,000 150,000 507,171 CHF 508,671 CHF 100.00% 100.00%
10/05/2024 0.28% 3.39 CHF 3.40 CHF 150,000 150,000 150,000 150,000 531,838 CHF 533,338 CHF 100.00% 100.00%
08/05/2024 0.34% 3.03 CHF 3.04 CHF 150,000 150,000 149,964 149,964 445,040 CHF 446,540 CHF 99.29% 99.29%
07/05/2024 0.33% 3.00 CHF 3.01 CHF 150,000 150,000 149,888 149,888 448,546 CHF 450,046 CHF 100.00% 100.00%
06/05/2024 0.34% 2.96 CHF 2.97 CHF 150,000 150,000 150,000 150,000 439,318 CHF 440,818 CHF 100.00% 100.00%
03/05/2024 0.38% 2.55 CHF 2.56 CHF 150,000 150,000 150,000 150,000 394,087 CHF 395,587 CHF 98.70% 98.70%
02/05/2024 0.39% 2.70 CHF 2.71 CHF 150,000 150,000 150,000 150,000 388,617 CHF 390,117 CHF 99.99% 99.99%

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