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 0.27% 4.07 CHF 4.08 CHF 132,000 132,000 59,074 59,074 228,707 CHF 229,300 CHF 99.99% 99.99%
15/05/2024 0.29% 3.68 CHF 3.69 CHF 140,000 140,000 61,299 61,299 218,026 CHF 218,641 CHF 100.00% 100.00%
14/05/2024 0.30% 3.42 CHF 3.43 CHF 144,000 144,000 63,951 63,951 215,020 CHF 215,661 CHF 99.98% 99.98%
13/05/2024 0.30% 3.47 CHF 3.48 CHF 144,000 144,000 62,896 62,896 215,902 CHF 216,532 CHF 100.00% 100.00%
10/05/2024 0.29% 3.41 CHF 3.42 CHF 146,000 146,000 62,594 62,594 218,526 CHF 219,153 CHF 100.00% 100.00%
08/05/2024 0.29% 3.48 CHF 3.49 CHF 144,000 144,000 61,688 61,688 217,332 CHF 217,950 CHF 98.99% 98.99%
07/05/2024 0.29% 3.64 CHF 3.65 CHF 140,000 140,000 61,342 61,342 219,847 CHF 220,462 CHF 99.67% 99.67%
06/05/2024 0.29% 3.57 CHF 3.58 CHF 142,000 142,000 61,375 61,375 216,108 CHF 216,723 CHF 99.95% 99.95%
03/05/2024 0.32% 3.23 CHF 3.24 CHF 150,000 150,000 65,541 65,541 210,814 CHF 211,470 CHF 99.94% 99.94%
02/05/2024 0.32% 3.12 CHF 3.13 CHF 152,000 152,000 65,155 65,155 203,038 CHF 203,690 CHF 99.99% 99.99%

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