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 0.13% 2.39 CHF 2.40 CHF 25,000 25,000 25,000 25,000 59,121 CHF 59,196 CHF 100.00% 100.00%
15/05/2024 0.13% 2.40 CHF 2.40 CHF 25,000 25,000 25,000 25,000 58,087 CHF 58,162 CHF 98.28% 98.28%
14/05/2024 0.13% 2.39 CHF 2.39 CHF 25,000 25,000 25,000 25,000 59,541 CHF 59,616 CHF 99.98% 99.98%
13/05/2024 0.13% 2.34 CHF 2.35 CHF 25,000 25,000 25,000 25,000 59,047 CHF 59,122 CHF 100.00% 100.00%
10/05/2024 0.12% 2.38 CHF 2.38 CHF 25,000 25,000 25,000 25,000 60,866 CHF 60,941 CHF 98.66% 98.66%
08/05/2024 0.12% 2.42 CHF 2.43 CHF 25,000 25,000 25,000 25,000 60,690 CHF 60,765 CHF 100.00% 100.00%
07/05/2024 0.13% 2.41 CHF 2.41 CHF 25,000 25,000 25,144 25,144 58,955 CHF 59,032 CHF 100.00% 100.00%
06/05/2024 0.42% 2.37 CHF 2.38 CHF 50,000 50,000 50,000 50,000 118,347 CHF 118,847 CHF 100.00% 100.00%
03/05/2024 0.42% 2.37 CHF 2.38 CHF 50,000 50,000 50,000 50,000 119,544 CHF 120,044 CHF 99.86% 99.86%
02/05/2024 0.44% 2.25 CHF 2.26 CHF 50,000 50,000 50,000 50,000 114,614 CHF 115,114 CHF 99.98% 99.98%

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