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 0.57% 3.00 CHF 3.01 CHF 25,000 25,000 18,662 18,662 56,244 CHF 56,535 CHF 99.35% 99.35%
15/05/2024 0.77% 2.97 CHF 3.00 CHF 12,500 12,500 12,399 12,399 36,511 CHF 36,791 CHF 98.95% 98.95%
14/05/2024 0.70% 2.92 CHF 2.94 CHF 12,500 12,500 12,500 12,500 36,896 CHF 37,157 CHF 97.99% 97.99%
13/05/2024 0.47% 2.32 CHF 2.33 CHF 30,000 25,000 30,000 25,000 69,661 CHF 58,326 CHF 100.00% 100.00%
10/05/2024 0.51% 2.25 CHF 2.26 CHF 30,000 25,000 30,000 25,000 67,386 CHF 56,442 CHF 100.00% 100.00%
08/05/2024 0.51% 2.21 CHF 2.22 CHF 30,000 25,000 30,000 25,000 66,706 CHF 55,871 CHF 100.00% 100.00%
07/05/2024 0.54% 2.23 CHF 2.24 CHF 30,000 25,000 30,000 25,000 64,408 CHF 53,963 CHF 98.81% 98.81%
06/05/2024 0.54% 2.15 CHF 2.16 CHF 30,000 25,000 30,000 25,000 64,223 CHF 53,810 CHF 100.00% 100.00%
03/05/2024 0.57% 2.12 CHF 2.13 CHF 30,000 25,000 30,000 25,000 62,054 CHF 52,006 CHF 97.81% 97.81%
02/05/2024 0.49% 2.01 CHF 2.02 CHF 30,000 25,000 30,000 25,000 61,430 CHF 51,442 CHF 98.94% 98.94%

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