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 0.35% 2.89 CHF 2.90 CHF 40,000 40,000 39,569 39,569 114,052 CHF 114,448 CHF 99.98% 99.98%
13/05/2024 0.33% 3.05 CHF 3.06 CHF 40,000 40,000 35,116 35,116 107,664 CHF 108,016 CHF 100.00% 100.00%
10/05/2024 0.32% 3.12 CHF 3.13 CHF 30,000 30,000 32,004 32,004 98,899 CHF 99,219 CHF 100.00% 100.00%
08/05/2024 0.34% 2.93 CHF 2.94 CHF 40,000 40,000 40,000 40,000 115,767 CHF 116,167 CHF 99.09% 99.09%
07/05/2024 0.37% 2.84 CHF 2.85 CHF 40,000 40,000 39,736 39,736 109,582 CHF 109,981 CHF 100.00% 100.00%
06/05/2024 0.37% 2.71 CHF 2.72 CHF 40,000 40,000 40,000 40,000 106,978 CHF 107,378 CHF 100.00% 100.00%
03/05/2024 0.38% 2.55 CHF 2.56 CHF 40,000 40,000 40,000 40,000 103,931 CHF 104,331 CHF 99.96% 99.96%
02/05/2024 0.39% 2.54 CHF 2.55 CHF 40,000 40,000 40,000 40,000 102,931 CHF 103,331 CHF 100.00% 100.00%
30/04/2024 0.38% 2.58 CHF 2.59 CHF 40,000 40,000 40,000 40,000 104,460 CHF 104,860 CHF 100.00% 100.00%
29/04/2024 0.38% 2.66 CHF 2.67 CHF 40,000 40,000 40,000 40,000 105,448 CHF 105,848 CHF 100.00% 100.00%

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