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 0.24% 4.42 CHF 4.43 CHF 132,000 132,000 59,074 59,074 249,340 CHF 249,933 CHF 99.99% 99.99%
15/05/2024 0.26% 4.03 CHF 4.04 CHF 140,000 140,000 61,301 61,301 239,426 CHF 240,041 CHF 100.00% 100.00%
14/05/2024 0.28% 3.77 CHF 3.78 CHF 144,000 144,000 63,959 63,959 237,402 CHF 238,043 CHF 100.00% 100.00%
13/05/2024 0.27% 3.82 CHF 3.83 CHF 144,000 144,000 62,893 62,893 237,864 CHF 238,494 CHF 100.00% 100.00%
10/05/2024 0.27% 3.76 CHF 3.77 CHF 146,000 146,000 62,594 62,594 240,373 CHF 241,000 CHF 100.00% 100.00%
08/05/2024 0.26% 3.83 CHF 3.84 CHF 144,000 144,000 61,683 61,683 238,895 CHF 239,513 CHF 98.98% 98.98%
07/05/2024 0.26% 3.99 CHF 4.00 CHF 140,000 140,000 61,346 61,346 241,281 CHF 241,896 CHF 99.67% 99.67%
06/05/2024 0.26% 3.92 CHF 3.93 CHF 142,000 142,000 61,419 61,419 237,666 CHF 238,281 CHF 100.00% 100.00%
03/05/2024 0.29% 3.57 CHF 3.58 CHF 150,000 150,000 65,544 65,544 233,634 CHF 234,290 CHF 99.94% 99.94%
02/05/2024 0.29% 3.47 CHF 3.48 CHF 152,000 152,000 65,138 65,138 225,772 CHF 226,424 CHF 99.98% 99.98%

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