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 0.25% 4.35 CHF 4.36 CHF 132,000 132,000 59,074 59,074 245,170 CHF 245,763 CHF 99.99% 99.99%
15/05/2024 0.27% 3.96 CHF 3.97 CHF 140,000 140,000 61,299 61,299 235,143 CHF 235,758 CHF 100.00% 100.00%
14/05/2024 0.28% 3.70 CHF 3.71 CHF 144,000 144,000 63,960 63,960 232,947 CHF 233,588 CHF 99.99% 99.99%
13/05/2024 0.27% 3.75 CHF 3.76 CHF 144,000 144,000 62,894 62,894 233,482 CHF 234,112 CHF 100.00% 100.00%
10/05/2024 0.27% 3.69 CHF 3.70 CHF 146,000 146,000 62,593 62,593 236,001 CHF 236,628 CHF 100.00% 100.00%
08/05/2024 0.27% 3.76 CHF 3.77 CHF 144,000 144,000 61,686 61,686 234,590 CHF 235,208 CHF 98.98% 98.98%
07/05/2024 0.27% 3.92 CHF 3.93 CHF 140,000 140,000 61,347 61,347 236,993 CHF 237,608 CHF 99.67% 99.67%
06/05/2024 0.27% 3.85 CHF 3.86 CHF 142,000 142,000 61,408 61,408 233,341 CHF 233,956 CHF 99.99% 99.99%
03/05/2024 0.29% 3.50 CHF 3.51 CHF 150,000 150,000 65,546 65,546 229,091 CHF 229,748 CHF 99.94% 99.94%
02/05/2024 0.30% 3.40 CHF 3.41 CHF 152,000 152,000 65,145 65,145 221,291 CHF 221,943 CHF 99.98% 99.98%

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