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
14/05/2024 0.12% 2.58 CHF 2.58 CHF 25,000 25,000 25,000 25,000 64,155 CHF 64,230 CHF 99.95% 99.95%
13/05/2024 0.12% 2.53 CHF 2.53 CHF 25,000 25,000 25,000 25,000 63,649 CHF 63,724 CHF 100.00% 100.00%
10/05/2024 0.11% 2.56 CHF 2.56 CHF 25,000 25,000 25,000 25,000 65,464 CHF 65,539 CHF 98.67% 98.67%
08/05/2024 0.11% 2.61 CHF 2.61 CHF 25,000 25,000 25,000 25,000 65,283 CHF 65,358 CHF 100.00% 100.00%
07/05/2024 0.12% 2.60 CHF 2.60 CHF 25,000 25,000 25,144 25,144 63,574 CHF 63,651 CHF 100.00% 100.00%
06/05/2024 0.39% 2.55 CHF 2.56 CHF 50,000 50,000 50,000 50,000 127,514 CHF 128,014 CHF 100.00% 100.00%
03/05/2024 0.39% 2.56 CHF 2.57 CHF 50,000 50,000 50,000 50,000 128,703 CHF 129,203 CHF 99.87% 99.87%
02/05/2024 0.40% 2.44 CHF 2.44 CHF 50,000 50,000 50,000 50,000 123,785 CHF 124,285 CHF 99.98% 99.98%
30/04/2024 0.39% 2.48 CHF 2.49 CHF 50,000 50,000 50,000 50,000 126,416 CHF 126,916 CHF 99.99% 99.99%
29/04/2024 0.38% 2.52 CHF 2.53 CHF 50,000 50,000 50,000 50,000 129,955 CHF 130,455 CHF 100.00% 100.00%

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