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 0.42% 2.38 CHF 2.39 CHF 30,000 10,000 30,000 10,000 71,820 CHF 24,040 CHF 99.31% 99.31%
15/05/2024 0.44% 2.33 CHF 2.34 CHF 30,000 20,000 30,000 19,770 68,138 CHF 45,089 CHF 98.95% 98.95%
14/05/2024 0.45% 2.21 CHF 2.22 CHF 30,000 20,000 30,000 20,000 65,988 CHF 44,192 CHF 99.69% 99.69%
13/05/2024 0.46% 2.20 CHF 2.21 CHF 30,000 10,000 30,000 10,000 65,419 CHF 21,906 CHF 100.00% 100.00%
10/05/2024 0.56% 2.15 CHF 2.16 CHF 30,000 10,000 30,000 10,000 65,886 CHF 22,085 CHF 100.00% 100.00%
08/05/2024 0.46% 2.25 CHF 2.26 CHF 30,000 10,000 30,000 10,000 65,721 CHF 22,007 CHF 100.00% 100.00%
07/05/2024 0.77% 2.15 CHF 2.16 CHF 30,000 10,000 30,000 10,000 63,282 CHF 21,257 CHF 98.79% 98.79%
06/05/2024 0.84% 2.08 CHF 2.09 CHF 30,000 10,000 29,867 9,973 62,435 CHF 21,024 CHF 100.00% 100.00%
03/05/2024 1.33% 2.04 CHF 2.07 CHF 5,000 5,000 5,000 5,000 10,335 CHF 10,474 CHF 98.62% 98.62%
02/05/2024 1.26% 2.15 CHF 2.18 CHF 5,000 5,000 5,000 5,000 10,938 CHF 11,077 CHF 99.13% 99.13%

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