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 0.41% 2.54 CHF 2.55 CHF 46,000 46,000 45,962 45,962 113,530 CHF 113,990 CHF 100.00% 100.00%
14/05/2024 0.44% 2.27 CHF 2.28 CHF 48,000 48,000 47,214 47,214 108,982 CHF 109,455 CHF 99.32% 99.32%
13/05/2024 0.42% 2.38 CHF 2.39 CHF 47,000 47,000 46,482 46,482 111,576 CHF 112,042 CHF 100.00% 100.00%
10/05/2024 0.40% 2.47 CHF 2.48 CHF 46,000 46,000 45,538 45,538 113,497 CHF 113,953 CHF 93.89% 100.00%
08/05/2024 0.41% 2.43 CHF 2.44 CHF 46,000 46,000 45,773 45,773 112,786 CHF 113,244 CHF 99.60% 99.60%
07/05/2024 0.42% 2.42 CHF 2.43 CHF 46,000 46,000 45,876 45,876 109,982 CHF 110,441 CHF 99.79% 99.79%
06/05/2024 0.42% 2.37 CHF 2.38 CHF 47,000 47,000 45,658 45,658 109,676 CHF 110,134 CHF 100.00% 100.00%
03/05/2024 0.42% 2.41 CHF 2.42 CHF 46,000 46,000 45,575 45,575 109,501 CHF 109,957 CHF 98.17% 98.81%
02/05/2024 0.42% 2.34 CHF 2.35 CHF 47,000 47,000 46,557 46,557 110,561 CHF 111,027 CHF 99.60% 99.60%
30/04/2024 0.43% 2.32 CHF 2.33 CHF 47,000 47,000 46,683 46,683 109,176 CHF 109,643 CHF 99.91% 99.91%

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