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 0.28% 3.62 CHF 3.63 CHF 150,000 150,000 150,000 150,000 543,690 CHF 545,190 CHF 99.06% 99.06%
15/05/2024 0.28% 3.58 CHF 3.59 CHF 150,000 150,000 150,000 150,000 544,575 CHF 546,075 CHF 99.17% 99.17%
14/05/2024 0.28% 3.60 CHF 3.61 CHF 150,000 150,000 150,000 150,000 543,054 CHF 544,554 CHF 98.93% 98.93%
13/05/2024 0.27% 3.64 CHF 3.65 CHF 150,000 150,000 150,000 150,000 553,027 CHF 554,527 CHF 99.17% 99.17%
10/05/2024 0.27% 3.69 CHF 3.70 CHF 150,000 150,000 150,000 150,000 564,227 CHF 565,727 CHF 96.49% 96.49%
08/05/2024 0.27% 3.71 CHF 3.72 CHF 150,000 150,000 150,000 150,000 557,161 CHF 558,661 CHF 99.18% 99.18%
07/05/2024 0.27% 3.75 CHF 3.76 CHF 150,000 150,000 150,000 150,000 557,339 CHF 558,839 CHF 98.99% 98.99%
06/05/2024 0.28% 3.66 CHF 3.67 CHF 150,000 150,000 150,000 150,000 544,634 CHF 546,134 CHF 98.95% 98.95%
03/05/2024 0.28% 3.63 CHF 3.64 CHF 150,000 150,000 150,000 150,000 540,360 CHF 541,860 CHF 99.17% 99.17%
02/05/2024 0.29% 3.53 CHF 3.54 CHF 150,000 150,000 150,000 150,000 524,085 CHF 525,585 CHF 98.85% 98.85%

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