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
29/05/2024 0.34% 2.99 CHF 3.00 CHF 100,000 100,000 42,106 42,106 125,285 CHF 125,707 CHF 99.77% 99.77%
28/05/2024 0.35% 2.98 CHF 2.99 CHF 100,000 100,000 41,533 41,533 122,367 CHF 122,783 CHF 100.00% 100.00%
27/05/2024 0.94% 2.93 CHF 2.96 CHF 3,000 3,000 5,759 5,759 16,722 CHF 16,829 CHF 98.72% 98.72%
24/05/2024 0.36% 2.87 CHF 2.88 CHF 102,000 102,000 42,848 42,848 120,573 CHF 121,002 CHF 100.00% 100.00%
23/05/2024 0.35% 2.86 CHF 2.87 CHF 102,000 102,000 42,624 42,624 123,829 CHF 124,258 CHF 99.73% 99.73%
22/05/2024 0.36% 2.77 CHF 2.78 CHF 104,000 104,000 43,732 43,732 122,641 CHF 123,079 CHF 100.00% 100.00%
21/05/2024 0.36% 2.80 CHF 2.81 CHF 104,000 104,000 43,307 43,307 121,092 CHF 121,526 CHF 99.17% 99.17%
17/05/2024 0.36% 2.76 CHF 2.77 CHF 104,000 104,000 43,758 43,758 122,635 CHF 123,074 CHF 100.00% 100.00%
16/05/2024 0.36% 2.88 CHF 2.89 CHF 102,000 102,000 43,948 43,948 123,593 CHF 124,034 CHF 100.00% 100.00%
15/05/2024 0.38% 2.78 CHF 2.79 CHF 104,000 104,000 44,384 44,384 120,220 CHF 120,665 CHF 100.00% 100.00%

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