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 0.49% 2.07 CHF 2.08 CHF 360,000 360,000 351,653 351,653 714,510 CHF 718,029 CHF 100.00% 100.00%
15/05/2024 0.50% 2.00 CHF 2.01 CHF 350,000 350,000 348,421 348,421 701,073 CHF 704,565 CHF 100.00% 100.00%
14/05/2024 0.51% 2.00 CHF 2.01 CHF 350,000 350,000 342,634 342,634 667,731 CHF 671,158 CHF 100.00% 100.00%
13/05/2024 0.50% 1.97 CHF 1.98 CHF 350,000 350,000 348,557 348,557 690,476 CHF 693,961 CHF 99.85% 99.85%
10/05/2024 0.50% 2.01 CHF 2.02 CHF 350,000 350,000 348,557 348,557 698,297 CHF 701,782 CHF 100.00% 100.00%
08/05/2024 0.48% 2.06 CHF 2.07 CHF 360,000 360,000 358,426 358,426 738,382 CHF 741,967 CHF 98.93% 98.93%
07/05/2024 0.48% 2.05 CHF 2.06 CHF 360,000 360,000 358,247 358,247 744,876 CHF 748,461 CHF 99.88% 99.88%
06/05/2024 0.48% 2.10 CHF 2.11 CHF 370,000 370,000 362,298 362,298 756,576 CHF 760,199 CHF 100.00% 100.00%
03/05/2024 0.48% 2.09 CHF 2.10 CHF 370,000 370,000 364,923 364,923 764,908 CHF 768,557 CHF 99.97% 99.97%
02/05/2024 0.49% 2.09 CHF 2.10 CHF 360,000 360,000 358,493 358,493 737,355 CHF 740,940 CHF 98.57% 98.57%

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