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
15/05/2024 0.45% 2.24 CHF 2.25 CHF 115,000 115,000 114,302 114,302 254,387 CHF 255,533 CHF 100.00% 100.00%
14/05/2024 0.44% 2.28 CHF 2.29 CHF 115,000 115,000 114,491 114,491 258,713 CHF 259,859 CHF 99.99% 99.99%
13/05/2024 0.44% 2.28 CHF 2.29 CHF 115,000 115,000 114,526 114,526 260,638 CHF 261,784 CHF 100.00% 100.00%
10/05/2024 0.44% 2.26 CHF 2.27 CHF 115,000 115,000 114,526 114,526 260,880 CHF 262,026 CHF 100.00% 100.00%
08/05/2024 0.45% 2.21 CHF 2.22 CHF 110,000 110,000 109,887 109,887 243,210 CHF 244,309 CHF 99.08% 99.08%
07/05/2024 0.46% 2.20 CHF 2.21 CHF 110,000 110,000 114,120 114,120 246,742 CHF 247,885 CHF 99.94% 99.94%
06/05/2024 0.48% 2.12 CHF 2.13 CHF 115,000 115,000 114,526 114,526 240,139 CHF 241,285 CHF 100.00% 100.00%
03/05/2024 0.49% 2.00 CHF 2.01 CHF 115,000 115,000 114,526 114,526 234,683 CHF 235,828 CHF 99.99% 99.99%
02/05/2024 0.48% 2.09 CHF 2.10 CHF 115,000 115,000 114,526 114,526 239,149 CHF 240,295 CHF 99.98% 99.98%
30/04/2024 0.48% 2.07 CHF 2.08 CHF 115,000 115,000 114,455 114,455 238,457 CHF 239,602 CHF 99.99% 99.99%

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