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 0.56% 3.75 CHF 3.77 CHF 180,000 180,000 177,787 177,787 653,670 CHF 657,256 CHF 100.00% 100.00%
15/05/2024 0.60% 3.61 CHF 3.63 CHF 190,000 190,000 187,594 187,594 646,571 CHF 650,357 CHF 100.00% 100.00%
14/05/2024 0.62% 3.33 CHF 3.35 CHF 190,000 190,000 187,918 187,918 624,429 CHF 628,216 CHF 99.72% 99.72%
13/05/2024 0.60% 3.40 CHF 3.42 CHF 190,000 190,000 187,921 187,921 646,298 CHF 650,084 CHF 100.00% 100.00%
10/05/2024 0.60% 3.37 CHF 3.39 CHF 190,000 190,000 187,922 187,922 638,136 CHF 641,922 CHF 100.00% 100.00%
08/05/2024 0.71% 2.94 CHF 2.96 CHF 190,000 190,000 187,914 187,914 542,223 CHF 546,009 CHF 99.67% 99.67%
07/05/2024 0.70% 2.94 CHF 2.96 CHF 190,000 190,000 187,839 187,839 552,888 CHF 556,674 CHF 100.00% 100.00%
06/05/2024 0.72% 2.81 CHF 2.83 CHF 190,000 190,000 187,921 187,921 535,989 CHF 539,776 CHF 100.00% 100.00%
03/05/2024 0.77% 2.66 CHF 2.68 CHF 200,000 200,000 197,784 197,784 528,188 CHF 532,174 CHF 98.97% 98.97%
02/05/2024 0.89% 2.35 CHF 2.37 CHF 200,000 200,000 197,793 197,793 453,117 CHF 457,102 CHF 99.28% 99.28%

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