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 0.32% 3.34 CHF 3.35 CHF 140,000 140,000 61,295 61,295 197,219 CHF 197,834 CHF 100.00% 100.00%
14/05/2024 0.34% 3.08 CHF 3.09 CHF 144,000 144,000 63,956 63,956 193,274 CHF 193,915 CHF 100.00% 100.00%
13/05/2024 0.33% 3.13 CHF 3.14 CHF 144,000 144,000 62,896 62,896 194,525 CHF 195,155 CHF 100.00% 100.00%
10/05/2024 0.32% 3.07 CHF 3.08 CHF 146,000 146,000 62,593 62,593 197,240 CHF 197,867 CHF 100.00% 100.00%
08/05/2024 0.32% 3.14 CHF 3.15 CHF 144,000 144,000 61,688 61,688 196,352 CHF 196,970 CHF 98.98% 98.98%
07/05/2024 0.32% 3.30 CHF 3.31 CHF 140,000 140,000 61,347 61,347 199,035 CHF 199,650 CHF 99.67% 99.67%
06/05/2024 0.32% 3.24 CHF 3.25 CHF 142,000 142,000 61,421 61,421 195,454 CHF 196,069 CHF 100.00% 100.00%
03/05/2024 0.36% 2.89 CHF 2.90 CHF 150,000 150,000 65,529 65,529 188,549 CHF 189,206 CHF 99.92% 99.92%
02/05/2024 0.36% 2.77 CHF 2.78 CHF 152,000 152,000 65,136 65,136 180,701 CHF 181,353 CHF 99.98% 99.98%
30/04/2024 0.29% 3.50 CHF 3.51 CHF 136,000 136,000 58,962 58,962 207,559 CHF 208,150 CHF 99.98% 99.98%

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