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
23/05/2024 0.37% 2.67 CHF 2.68 CHF 600,000 200,000 600,000 200,000 1,623,730 CHF 543,244 CHF 88.02% 88.02%
22/05/2024 0.36% 2.74 CHF 2.75 CHF 600,000 200,000 600,000 200,000 1,671,320 CHF 559,107 CHF 79.11% 79.11%
21/05/2024 0.36% 2.80 CHF 2.81 CHF 600,000 200,000 600,000 200,000 1,660,730 CHF 555,575 CHF 72.41% 72.41%
17/05/2024 0.35% 2.82 CHF 2.83 CHF 600,000 200,000 600,000 200,000 1,692,530 CHF 566,178 CHF 86.71% 86.71%
16/05/2024 0.35% 2.80 CHF 2.81 CHF 600,000 200,000 600,000 200,000 1,694,920 CHF 566,974 CHF 89.24% 89.24%
15/05/2024 0.36% 2.84 CHF 2.85 CHF 600,000 200,000 600,000 200,000 1,681,060 CHF 562,353 CHF 92.07% 92.07%
14/05/2024 0.37% 2.74 CHF 2.75 CHF 600,000 200,000 600,000 200,000 1,634,410 CHF 546,803 CHF 85.33% 85.33%
13/05/2024 0.37% 2.69 CHF 2.70 CHF 600,000 200,000 600,000 200,000 1,623,850 CHF 543,283 CHF 74.71% 74.71%
10/05/2024 0.37% 2.67 CHF 2.68 CHF 600,000 200,000 600,000 200,000 1,608,860 CHF 538,286 CHF 85.11% 85.11%
08/05/2024 0.38% 2.65 CHF 2.66 CHF 600,000 200,000 600,000 200,000 1,591,270 CHF 532,424 CHF 84.48% 84.48%

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