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 0.47% 2.17 CHF 2.18 CHF 360,000 360,000 351,655 351,655 750,107 CHF 753,626 CHF 100.00% 100.00%
15/05/2024 0.47% 2.10 CHF 2.11 CHF 350,000 350,000 348,464 348,464 736,380 CHF 739,872 CHF 100.00% 100.00%
14/05/2024 0.49% 2.10 CHF 2.11 CHF 350,000 350,000 342,633 342,633 702,306 CHF 705,733 CHF 100.00% 100.00%
13/05/2024 0.48% 2.07 CHF 2.08 CHF 350,000 350,000 348,557 348,557 725,652 CHF 729,138 CHF 99.84% 99.84%
10/05/2024 0.47% 2.11 CHF 2.12 CHF 350,000 350,000 348,558 348,558 733,658 CHF 737,144 CHF 100.00% 100.00%
08/05/2024 0.46% 2.16 CHF 2.17 CHF 360,000 360,000 358,427 358,427 774,927 CHF 778,512 CHF 98.93% 98.93%
07/05/2024 0.46% 2.15 CHF 2.16 CHF 360,000 360,000 358,228 358,228 781,168 CHF 784,753 CHF 99.88% 99.88%
06/05/2024 0.46% 2.20 CHF 2.21 CHF 370,000 370,000 362,298 362,298 792,982 CHF 796,604 CHF 100.00% 100.00%
03/05/2024 0.45% 2.19 CHF 2.20 CHF 370,000 370,000 364,924 364,924 801,542 CHF 805,191 CHF 99.94% 99.94%
02/05/2024 0.46% 2.19 CHF 2.20 CHF 360,000 360,000 358,493 358,493 773,388 CHF 776,973 CHF 98.57% 98.57%

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