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
24/05/2024 0.26% 3.90 CHF 3.91 CHF 160,000 160,000 160,000 160,000 625,866 CHF 627,466 CHF 99.99% 99.99%
23/05/2024 0.24% 3.94 CHF 3.95 CHF 160,000 160,000 160,000 160,000 656,868 CHF 658,468 CHF 99.94% 99.94%
22/05/2024 0.22% 4.40 CHF 4.41 CHF 160,000 160,000 160,000 160,000 730,412 CHF 732,012 CHF 100.00% 100.00%
21/05/2024 0.22% 4.74 CHF 4.75 CHF 160,000 160,000 159,828 159,828 743,538 CHF 745,138 CHF 99.99% 99.99%
17/05/2024 0.23% 4.52 CHF 4.53 CHF 160,000 160,000 160,000 160,000 699,622 CHF 701,222 CHF 100.00% 100.00%
16/05/2024 0.23% 4.23 CHF 4.24 CHF 160,000 160,000 159,772 159,772 682,767 CHF 684,367 CHF 100.00% 100.00%
15/05/2024 0.24% 4.27 CHF 4.28 CHF 160,000 160,000 159,709 159,709 662,748 CHF 664,348 CHF 99.83% 99.83%
14/05/2024 0.25% 4.01 CHF 4.02 CHF 160,000 160,000 160,000 160,000 634,503 CHF 636,103 CHF 99.89% 99.89%
13/05/2024 0.25% 3.89 CHF 3.90 CHF 160,000 160,000 160,000 160,000 632,520 CHF 634,120 CHF 99.45% 99.45%
10/05/2024 0.24% 4.12 CHF 4.13 CHF 160,000 160,000 160,000 160,000 669,646 CHF 671,246 CHF 100.00% 100.00%

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