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 0.84% 51.45 CHF 51.65 CHF 2,100 2,100 900 900 56,778 CHF 57,183 CHF 99.35% 99.35%
15/05/2024 0.76% 62.50 CHF 62.70 CHF 2,500 2,500 1,155 1,155 67,275 CHF 67,668 CHF 98.94% 98.94%
14/05/2024 0.77% 54.40 CHF 54.60 CHF 2,700 2,700 1,229 1,229 59,537 CHF 59,890 CHF 98.73% 98.73%
13/05/2024 0.75% 52.20 CHF 52.40 CHF 2,600 2,600 1,210 1,210 65,401 CHF 65,806 CHF 98.43% 98.43%
10/05/2024 0.71% 54.50 CHF 54.70 CHF 2,300 2,300 1,028 1,028 64,922 CHF 65,299 CHF 99.99% 99.99%
08/05/2024 0.82% 65.10 CHF 65.40 CHF 2,100 2,100 983 983 62,976 CHF 63,401 CHF 98.60% 98.60%
07/05/2024 0.75% 78.30 CHF 78.60 CHF 1,600 1,600 732 732 60,962 CHF 61,339 CHF 99.40% 99.40%
06/05/2024 0.69% 88.40 CHF 88.70 CHF 1,600 1,600 728 728 66,106 CHF 66,465 CHF 98.65% 98.65%
03/05/2024 1.54% 74.20 CHF 74.50 CHF 1,600 1,600 530 530 42,971 CHF 43,340 CHF 94.69% 94.69%
02/05/2024 - 81.30 CHF - CHF 2,000 0 0 0 0 CHF 0 CHF 0.00% 99.96%

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