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 0.43% 2.33 CHF 2.34 CHF 43,000 43,000 42,872 42,872 99,565 CHF 99,994 CHF 100.00% 100.00%
14/05/2024 0.44% 2.33 CHF 2.34 CHF 43,000 43,000 42,992 42,992 98,079 CHF 98,509 CHF 100.00% 100.00%
13/05/2024 0.43% 2.29 CHF 2.30 CHF 43,000 43,000 43,000 43,000 98,818 CHF 99,248 CHF 100.00% 100.00%
10/05/2024 0.44% 2.25 CHF 2.26 CHF 43,000 43,000 43,000 43,000 97,345 CHF 97,775 CHF 100.00% 100.00%
08/05/2024 0.48% 2.11 CHF 2.12 CHF 44,000 44,000 43,992 43,992 92,355 CHF 92,795 CHF 99.09% 99.09%
07/05/2024 0.48% 2.11 CHF 2.12 CHF 44,000 44,000 44,225 44,225 91,358 CHF 91,801 CHF 99.88% 99.88%
06/05/2024 0.51% 1.97 CHF 1.98 CHF 45,000 45,000 45,098 45,098 87,789 CHF 88,240 CHF 100.00% 100.00%
03/05/2024 0.52% 1.91 CHF 1.92 CHF 45,000 45,000 45,123 45,123 87,233 CHF 87,684 CHF 100.00% 100.00%
02/05/2024 0.53% 1.90 CHF 1.91 CHF 45,000 45,000 45,598 45,598 86,396 CHF 86,852 CHF 100.00% 100.00%
30/04/2024 0.51% 1.90 CHF 1.91 CHF 45,000 45,000 44,978 44,978 87,307 CHF 87,757 CHF 100.00% 100.00%

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