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 0.88% 2.34 CHF 2.36 CHF 94,000 94,000 94,929 94,929 214,963 CHF 216,865 CHF 100.00% 100.00%
14/05/2024 0.95% 2.06 CHF 2.08 CHF 99,000 99,000 98,280 98,280 206,323 CHF 208,289 CHF 100.00% 100.00%
13/05/2024 0.91% 2.17 CHF 2.19 CHF 97,000 97,000 96,596 96,596 211,871 CHF 213,803 CHF 99.88% 99.88%
10/05/2024 0.87% 2.26 CHF 2.28 CHF 95,000 95,000 94,270 94,270 214,971 CHF 216,856 CHF 100.00% 100.00%
08/05/2024 0.88% 2.22 CHF 2.24 CHF 96,000 96,000 95,037 95,037 213,948 CHF 215,848 CHF 98.93% 98.93%
07/05/2024 0.91% 2.21 CHF 2.23 CHF 96,000 96,000 95,926 95,926 209,492 CHF 211,412 CHF 99.89% 99.89%
06/05/2024 0.91% 2.16 CHF 2.18 CHF 97,000 97,000 96,059 96,059 210,297 CHF 212,218 CHF 100.00% 100.00%
03/05/2024 0.91% 2.20 CHF 2.22 CHF 96,000 96,000 95,961 95,961 210,101 CHF 212,020 CHF 99.98% 99.98%
02/05/2024 0.92% 2.12 CHF 2.14 CHF 97,000 97,000 96,516 96,516 208,606 CHF 210,536 CHF 98.57% 98.57%
30/04/2024 0.94% 2.10 CHF 2.12 CHF 98,000 98,000 97,204 97,204 206,381 CHF 208,326 CHF 99.99% 99.99%

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