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 0.69% 2.97 CHF 2.99 CHF 30,000 30,000 30,000 30,000 86,772 CHF 87,372 CHF 95.21% 95.21%
14/05/2024 0.69% 2.82 CHF 2.84 CHF 30,000 30,000 30,000 30,000 86,281 CHF 86,881 CHF 85.11% 85.11%
13/05/2024 0.62% 3.17 CHF 3.19 CHF 30,000 30,000 30,000 30,000 96,631 CHF 97,231 CHF 99.06% 99.06%
10/05/2024 0.59% 3.41 CHF 3.43 CHF 30,000 30,000 30,000 30,000 100,776 CHF 101,376 CHF 98.16% 98.16%
08/05/2024 0.59% 3.37 CHF 3.39 CHF 30,000 30,000 30,000 30,000 102,029 CHF 102,629 CHF 93.48% 93.48%
07/05/2024 0.61% 3.25 CHF 3.27 CHF 30,000 30,000 30,000 30,000 98,525 CHF 99,125 CHF 99.52% 99.52%
06/05/2024 0.59% 3.37 CHF 3.39 CHF 20,000 20,000 20,000 20,000 67,266 CHF 67,666 CHF 99.54% 99.54%
03/05/2024 0.86% 3.50 CHF 3.53 CHF 20,000 20,000 20,000 20,000 69,851 CHF 70,451 CHF 98.77% 98.77%
02/05/2024 0.82% 3.60 CHF 3.63 CHF 20,000 20,000 20,000 20,000 72,458 CHF 73,058 CHF 92.82% 92.82%
30/04/2024 0.58% 3.60 CHF 3.62 CHF 30,000 30,000 30,000 30,000 103,055 CHF 103,655 CHF 85.41% 85.41%

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