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
15/05/2024 0.28% 3.68 CHF 3.69 CHF 25,000 25,000 25,000 25,000 89,939 CHF 90,189 CHF 98.54% 98.54%
14/05/2024 0.28% 3.58 CHF 3.59 CHF 25,000 25,000 25,000 25,000 88,419 CHF 88,669 CHF 91.30% 91.30%
13/05/2024 0.28% 3.56 CHF 3.57 CHF 25,000 25,000 25,000 25,000 88,551 CHF 88,801 CHF 99.93% 99.93%
10/05/2024 0.28% 3.52 CHF 3.53 CHF 25,000 25,000 25,000 25,000 89,403 CHF 89,653 CHF 99.84% 99.84%
08/05/2024 0.30% 3.30 CHF 3.31 CHF 25,000 25,000 25,000 25,000 82,182 CHF 82,432 CHF 99.94% 99.94%
07/05/2024 0.33% 3.19 CHF 3.20 CHF 25,000 25,000 25,000 25,000 76,266 CHF 76,516 CHF 100.00% 100.00%
06/05/2024 0.35% 2.89 CHF 2.90 CHF 25,000 25,000 25,000 25,000 71,462 CHF 71,712 CHF 100.00% 100.00%
03/05/2024 0.37% 2.69 CHF 2.70 CHF 25,000 25,000 25,000 25,000 67,506 CHF 67,756 CHF 96.62% 96.62%
02/05/2024 0.38% 2.61 CHF 2.62 CHF 25,000 25,000 25,000 25,000 65,708 CHF 65,958 CHF 100.00% 100.00%
30/04/2024 0.35% 2.71 CHF 2.72 CHF 25,000 25,000 25,000 25,000 72,328 CHF 72,578 CHF 99.54% 99.54%

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