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
13/05/2024 0.37% 2.67 CHF 2.68 CHF 40,000 40,000 39,998 39,998 107,663 CHF 108,063 CHF 100.00% 100.00%
10/05/2024 0.37% 2.74 CHF 2.75 CHF 40,000 40,000 40,000 40,000 108,574 CHF 108,974 CHF 100.00% 100.00%
08/05/2024 0.40% 2.55 CHF 2.56 CHF 40,000 40,000 40,000 40,000 100,806 CHF 101,206 CHF 99.08% 99.08%
07/05/2024 0.42% 2.46 CHF 2.47 CHF 40,000 40,000 39,914 39,914 95,260 CHF 95,660 CHF 100.00% 100.00%
06/05/2024 0.43% 2.34 CHF 2.35 CHF 40,000 40,000 40,000 40,000 92,005 CHF 92,405 CHF 100.00% 100.00%
03/05/2024 0.45% 2.18 CHF 2.19 CHF 40,000 40,000 40,000 40,000 88,879 CHF 89,279 CHF 99.98% 99.98%
02/05/2024 0.45% 2.16 CHF 2.17 CHF 40,000 40,000 40,000 40,000 87,956 CHF 88,356 CHF 99.98% 99.98%
30/04/2024 0.45% 2.21 CHF 2.22 CHF 40,000 40,000 40,000 40,000 89,522 CHF 89,922 CHF 100.00% 100.00%
29/04/2024 0.44% 2.28 CHF 2.29 CHF 40,000 40,000 40,000 40,000 90,499 CHF 90,899 CHF 100.00% 100.00%
26/04/2024 0.45% 2.19 CHF 2.20 CHF 40,000 40,000 40,000 40,000 87,791 CHF 88,191 CHF 99.58% 99.58%

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