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
14/05/2024 4.44% 0.21 CHF 0.22 CHF 110,000 110,000 112,372 112,372 25,405 CHF 26,529 CHF 99.99% 99.99%
13/05/2024 3.25% 0.28 CHF 0.29 CHF 116,000 116,000 117,699 117,699 35,749 CHF 36,926 CHF 100.00% 100.00%
10/05/2024 3.40% 0.30 CHF 0.31 CHF 118,000 118,000 116,503 116,503 33,688 CHF 34,853 CHF 100.00% 100.00%
08/05/2024 3.35% 0.30 CHF 0.31 CHF 118,000 118,000 117,994 117,994 34,680 CHF 35,860 CHF 98.99% 98.99%
07/05/2024 3.25% 0.30 CHF 0.31 CHF 118,000 118,000 117,952 117,952 35,797 CHF 36,977 CHF 99.66% 99.66%
06/05/2024 3.11% 0.31 CHF 0.32 CHF 118,000 118,000 119,039 119,039 37,712 CHF 38,902 CHF 100.00% 100.00%
03/05/2024 3.10% 0.33 CHF 0.34 CHF 120,000 120,000 119,782 119,782 38,064 CHF 39,262 CHF 99.99% 99.99%
02/05/2024 3.20% 0.33 CHF 0.34 CHF 120,000 120,000 118,315 118,315 36,428 CHF 37,611 CHF 100.00% 100.00%
30/04/2024 2.98% 0.34 CHF 0.35 CHF 120,000 120,000 119,942 119,942 39,658 CHF 40,858 CHF 99.99% 99.99%
29/04/2024 3.10% 0.32 CHF 0.33 CHF 120,000 120,000 119,275 119,275 37,937 CHF 39,130 CHF 99.57% 99.57%

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