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% 2.37 CHF 2.38 CHF 600,000 200,000 600,000 200,000 1,434,760 CHF 480,253 CHF 89.24% 89.24%
15/05/2024 0.42% 2.41 CHF 2.42 CHF 600,000 200,000 600,000 200,000 1,421,010 CHF 475,672 CHF 92.07% 92.07%
14/05/2024 0.44% 2.31 CHF 2.32 CHF 600,000 200,000 600,000 200,000 1,374,810 CHF 460,269 CHF 85.35% 85.35%
13/05/2024 0.44% 2.26 CHF 2.27 CHF 600,000 200,000 600,000 200,000 1,364,860 CHF 456,952 CHF 74.67% 74.67%
10/05/2024 0.44% 2.24 CHF 2.25 CHF 600,000 200,000 600,000 200,000 1,349,970 CHF 451,991 CHF 85.10% 85.10%
08/05/2024 0.45% 2.22 CHF 2.23 CHF 600,000 200,000 600,000 200,000 1,332,590 CHF 446,198 CHF 84.47% 84.47%
07/05/2024 0.45% 2.23 CHF 2.24 CHF 600,000 200,000 600,000 200,000 1,335,290 CHF 447,095 CHF 94.81% 94.81%
06/05/2024 0.44% 2.26 CHF 2.27 CHF 600,000 200,000 600,000 200,000 1,361,620 CHF 455,872 CHF 81.95% 81.95%
03/05/2024 0.44% 2.27 CHF 2.28 CHF 600,000 200,000 600,000 200,000 1,357,660 CHF 454,555 CHF 96.30% 96.30%
02/05/2024 0.44% 2.25 CHF 2.26 CHF 600,000 200,000 600,000 200,000 1,352,050 CHF 452,685 CHF 97.46% 97.46%

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