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 0.48% 2.09 CHF 2.10 CHF 300,000 100,000 300,000 100,000 625,320 CHF 209,440 CHF 98.83% 98.83%
15/05/2024 0.50% 2.02 CHF 2.03 CHF 300,000 100,000 300,000 100,000 594,372 CHF 199,124 CHF 99.10% 99.10%
14/05/2024 0.50% 1.97 CHF 1.98 CHF 300,000 100,000 300,000 100,000 595,342 CHF 199,447 CHF 98.69% 98.69%
13/05/2024 0.49% 2.02 CHF 2.03 CHF 300,000 100,000 300,000 100,000 605,262 CHF 202,754 CHF 95.17% 95.17%
10/05/2024 0.49% 2.00 CHF 2.01 CHF 300,000 100,000 300,000 100,000 605,535 CHF 202,845 CHF 98.95% 98.95%
08/05/2024 0.50% 2.00 CHF 2.01 CHF 300,000 100,000 300,000 100,000 601,189 CHF 201,396 CHF 98.82% 98.82%
07/05/2024 0.53% 1.95 CHF 1.96 CHF 300,000 100,000 300,000 100,000 567,808 CHF 190,269 CHF 99.15% 99.15%
06/05/2024 0.54% 1.85 CHF 1.86 CHF 300,000 100,000 300,000 100,000 549,201 CHF 184,067 CHF 98.77% 98.77%
03/05/2024 0.55% 1.82 CHF 1.83 CHF 300,000 100,000 300,000 100,000 542,671 CHF 181,890 CHF 99.10% 99.10%
02/05/2024 0.56% 1.78 CHF 1.79 CHF 300,000 100,000 300,000 100,000 534,541 CHF 179,180 CHF 98.82% 98.82%

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