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 0.22% 5.44 CHF 5.45 CHF 25,000 25,000 15,213 15,213 82,642 CHF 82,820 CHF 99.60% 99.60%
15/05/2024 0.22% 5.45 CHF 5.46 CHF 25,000 25,000 15,214 15,214 82,843 CHF 83,021 CHF 99.60% 99.60%
14/05/2024 0.22% 5.48 CHF 5.49 CHF 25,000 25,000 15,213 15,213 83,363 CHF 83,541 CHF 99.61% 99.61%
13/05/2024 0.22% 5.38 CHF 5.39 CHF 25,000 25,000 15,214 15,214 81,657 CHF 81,835 CHF 99.56% 99.56%
10/05/2024 0.22% 5.34 CHF 5.35 CHF 25,000 25,000 15,165 15,165 82,492 CHF 82,671 CHF 98.56% 98.56%
08/05/2024 0.23% 5.48 CHF 5.49 CHF 25,000 25,000 15,213 15,213 80,905 CHF 81,083 CHF 99.60% 99.60%
07/05/2024 0.24% 5.25 CHF 5.26 CHF 25,000 25,000 15,226 15,226 77,979 CHF 78,157 CHF 99.14% 99.14%
06/05/2024 0.25% 5.01 CHF 5.02 CHF 25,000 25,000 21,085 15,213 102,156 CHF 74,090 CHF 99.60% 99.60%
03/05/2024 0.26% 4.71 CHF 4.72 CHF 25,000 25,000 21,077 15,193 96,860 CHF 70,215 CHF 99.39% 99.39%
02/05/2024 0.27% 4.54 CHF 4.55 CHF 25,000 25,000 21,074 15,185 92,889 CHF 67,260 CHF 99.32% 99.32%

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