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 0.34% 4.61 CHF 4.63 CHF 300,000 100,000 300,000 100,000 1,315,070 CHF 439,856 CHF 99.21% 99.21%
15/05/2024 0.37% 4.22 CHF 4.24 CHF 300,000 100,000 300,000 100,000 1,217,460 CHF 407,320 CHF 99.15% 99.15%
14/05/2024 0.38% 3.97 CHF 3.98 CHF 300,000 100,000 300,000 100,000 1,168,710 CHF 391,070 CHF 99.20% 99.20%
13/05/2024 0.38% 4.01 CHF 4.03 CHF 300,000 100,000 300,000 100,000 1,191,030 CHF 398,509 CHF 98.39% 98.39%
10/05/2024 0.37% 3.96 CHF 3.97 CHF 300,000 100,000 300,000 100,000 1,210,370 CHF 404,957 CHF 99.22% 99.22%
08/05/2024 0.37% 4.03 CHF 4.04 CHF 300,000 100,000 300,000 100,000 1,219,670 CHF 408,056 CHF 99.21% 99.21%
07/05/2024 0.36% 4.18 CHF 4.20 CHF 300,000 100,000 300,000 100,000 1,234,960 CHF 413,154 CHF 99.24% 99.24%
06/05/2024 0.37% 4.12 CHF 4.13 CHF 300,000 100,000 300,000 100,000 1,213,740 CHF 406,079 CHF 99.22% 99.22%
03/05/2024 0.40% 3.77 CHF 3.78 CHF 300,000 100,000 300,000 100,000 1,120,500 CHF 375,001 CHF 99.05% 99.05%
02/05/2024 0.41% 3.66 CHF 3.68 CHF 300,000 100,000 300,000 100,000 1,106,240 CHF 370,247 CHF 99.17% 99.17%

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