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 0.23% 4.26 CHF 4.27 CHF 225,000 75,000 225,000 75,000 973,319 CHF 325,190 CHF 97.69% 97.69%
15/05/2024 0.23% 4.40 CHF 4.41 CHF 225,000 75,000 225,000 75,000 971,937 CHF 324,729 CHF 97.23% 97.23%
14/05/2024 0.23% 4.30 CHF 4.31 CHF 225,000 75,000 225,000 75,000 957,524 CHF 319,925 CHF 95.12% 95.12%
13/05/2024 0.23% 4.28 CHF 4.29 CHF 225,000 75,000 225,000 75,000 958,491 CHF 320,247 CHF 96.52% 96.52%
10/05/2024 0.23% 4.24 CHF 4.25 CHF 225,000 75,000 225,000 75,000 966,097 CHF 322,782 CHF 98.41% 98.41%
08/05/2024 0.25% 4.01 CHF 4.02 CHF 225,000 75,000 225,000 75,000 900,171 CHF 300,807 CHF 98.36% 98.36%
07/05/2024 0.27% 3.90 CHF 3.91 CHF 225,000 75,000 225,000 75,000 847,196 CHF 283,149 CHF 98.28% 98.28%
06/05/2024 0.28% 3.60 CHF 3.61 CHF 225,000 75,000 225,000 75,000 802,994 CHF 268,415 CHF 98.83% 98.83%
03/05/2024 0.29% 3.39 CHF 3.40 CHF 225,000 75,000 225,000 75,000 767,099 CHF 256,450 CHF 97.68% 97.68%
02/05/2024 0.30% 3.32 CHF 3.33 CHF 225,000 75,000 225,000 75,000 749,837 CHF 250,696 CHF 99.12% 99.12%

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