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 0.69% 2.19 CHF 2.20 CHF 30,000 25,000 30,000 25,000 64,184 CHF 53,855 CHF 99.25% 99.25%
15/05/2024 0.70% 2.15 CHF 2.16 CHF 30,000 25,000 30,000 24,952 64,515 CHF 54,035 CHF 98.90% 98.90%
14/05/2024 0.72% 2.12 CHF 2.14 CHF 30,000 25,000 30,000 25,000 63,810 CHF 53,561 CHF 95.83% 95.83%
13/05/2024 0.80% 2.12 CHF 2.14 CHF 30,000 25,000 30,000 25,000 63,820 CHF 53,612 CHF 91.37% 91.37%
10/05/2024 0.75% 2.14 CHF 2.15 CHF 30,000 25,000 28,184 23,703 59,245 CHF 50,191 CHF 100.00% 100.00%
08/05/2024 0.79% 2.00 CHF 2.02 CHF 30,000 25,000 30,000 25,000 58,916 CHF 49,485 CHF 100.00% 100.00%
07/05/2024 0.85% 1.95 CHF 1.96 CHF 30,000 25,000 30,000 25,000 59,647 CHF 50,130 CHF 97.06% 97.06%
06/05/2024 0.88% 1.93 CHF 1.95 CHF 30,000 25,000 30,000 25,000 56,857 CHF 47,800 CHF 96.91% 96.91%
03/05/2024 0.82% 1.86 CHF 1.88 CHF 30,000 25,000 30,000 25,000 56,118 CHF 47,149 CHF 97.93% 97.93%
02/05/2024 0.82% 1.86 CHF 1.87 CHF 50,000 50,000 50,000 50,000 92,849 CHF 93,617 CHF 98.88% 98.88%

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