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 0.55% 3.17 CHF 3.18 CHF 25,000 25,000 18,662 18,662 59,333 CHF 59,626 CHF 99.35% 99.35%
15/05/2024 0.70% 3.14 CHF 3.16 CHF 12,500 12,500 12,399 12,399 38,550 CHF 38,821 CHF 98.95% 98.95%
14/05/2024 0.71% 3.08 CHF 3.10 CHF 12,500 12,500 12,500 12,500 38,943 CHF 39,219 CHF 97.97% 97.97%
13/05/2024 0.43% 2.48 CHF 2.49 CHF 30,000 25,000 28,519 25,000 70,912 CHF 62,459 CHF 100.00% 100.00%
10/05/2024 0.43% 2.42 CHF 2.43 CHF 30,000 25,000 30,000 25,000 72,356 CHF 60,556 CHF 100.00% 100.00%
08/05/2024 0.49% 2.37 CHF 2.38 CHF 30,000 25,000 30,000 25,000 71,623 CHF 59,976 CHF 100.00% 100.00%
07/05/2024 0.43% 2.40 CHF 2.41 CHF 30,000 25,000 30,000 25,000 69,375 CHF 58,062 CHF 98.00% 98.00%
06/05/2024 0.46% 2.31 CHF 2.32 CHF 30,000 25,000 30,000 25,000 69,189 CHF 57,921 CHF 100.00% 100.00%
03/05/2024 0.51% 2.28 CHF 2.29 CHF 30,000 25,000 30,000 25,000 66,989 CHF 56,111 CHF 98.59% 98.59%
02/05/2024 0.48% 2.18 CHF 2.19 CHF 30,000 25,000 30,000 25,000 66,371 CHF 55,575 CHF 99.12% 99.12%

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