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 0.21% 4.56 CHF 4.57 CHF 54,600 54,600 53,382 53,382 249,798 CHF 250,332 CHF 100.00% 100.00%
15/05/2024 0.21% 4.84 CHF 4.85 CHF 54,200 54,200 53,839 53,839 261,541 CHF 262,081 CHF 100.00% 100.00%
14/05/2024 0.21% 4.71 CHF 4.72 CHF 54,200 54,200 54,219 54,219 254,473 CHF 255,015 CHF 99.69% 99.69%
13/05/2024 0.21% 4.69 CHF 4.70 CHF 54,400 54,400 55,140 55,140 257,292 CHF 257,843 CHF 100.00% 100.00%
10/05/2024 0.21% 4.67 CHF 4.68 CHF 56,100 56,100 54,978 54,978 260,264 CHF 260,814 CHF 99.99% 99.99%
08/05/2024 0.23% 4.42 CHF 4.43 CHF 57,400 57,400 57,155 57,155 253,191 CHF 253,763 CHF 99.14% 99.14%
07/05/2024 0.22% 4.48 CHF 4.49 CHF 57,200 57,200 56,960 56,960 253,332 CHF 253,902 CHF 99.64% 99.64%
06/05/2024 0.22% 4.51 CHF 4.52 CHF 57,800 57,800 57,562 57,562 258,715 CHF 259,290 CHF 100.00% 100.00%
03/05/2024 0.22% 4.42 CHF 4.43 CHF 57,200 57,200 56,968 56,968 254,485 CHF 255,055 CHF 99.97% 99.97%
02/05/2024 0.22% 4.49 CHF 4.50 CHF 59,100 59,100 58,856 58,856 264,282 CHF 264,870 CHF 100.00% 100.00%

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