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 0.23% 4.70 CHF 4.71 CHF 132,000 132,000 59,075 59,075 265,835 CHF 266,428 CHF 99.99% 99.99%
15/05/2024 0.25% 4.31 CHF 4.32 CHF 140,000 140,000 61,297 61,297 256,604 CHF 257,219 CHF 100.00% 100.00%
14/05/2024 0.26% 4.05 CHF 4.06 CHF 144,000 144,000 63,957 63,957 255,356 CHF 255,997 CHF 100.00% 100.00%
13/05/2024 0.25% 4.10 CHF 4.11 CHF 144,000 144,000 62,895 62,895 255,513 CHF 256,143 CHF 100.00% 100.00%
10/05/2024 0.25% 4.04 CHF 4.05 CHF 146,000 146,000 62,595 62,595 257,921 CHF 258,548 CHF 100.00% 100.00%
08/05/2024 0.25% 4.11 CHF 4.12 CHF 144,000 144,000 61,686 61,686 256,220 CHF 256,838 CHF 98.99% 98.99%
07/05/2024 0.24% 4.27 CHF 4.28 CHF 140,000 140,000 61,345 61,345 258,462 CHF 259,077 CHF 99.67% 99.67%
06/05/2024 0.25% 4.20 CHF 4.21 CHF 142,000 142,000 61,406 61,406 254,764 CHF 255,379 CHF 99.99% 99.99%
03/05/2024 0.27% 3.85 CHF 3.86 CHF 150,000 150,000 65,504 65,504 251,818 CHF 252,474 CHF 99.90% 99.90%
02/05/2024 0.27% 3.75 CHF 3.76 CHF 152,000 152,000 65,151 65,151 244,204 CHF 244,857 CHF 99.99% 99.99%

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