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 0.39% 2.56 CHF 2.57 CHF 200,000 200,000 200,000 200,000 513,189 CHF 515,189 CHF 99.54% 99.54%
15/05/2024 0.37% 2.66 CHF 2.67 CHF 200,000 200,000 200,000 200,000 538,681 CHF 540,681 CHF 99.51% 99.51%
14/05/2024 0.38% 2.67 CHF 2.68 CHF 200,000 200,000 200,000 200,000 528,398 CHF 530,398 CHF 99.46% 99.46%
13/05/2024 0.40% 2.57 CHF 2.58 CHF 200,000 200,000 200,000 200,000 503,852 CHF 505,852 CHF 99.53% 99.53%
10/05/2024 0.39% 2.55 CHF 2.56 CHF 200,000 200,000 200,000 200,000 507,192 CHF 509,192 CHF 98.21% 98.21%
08/05/2024 0.38% 2.55 CHF 2.56 CHF 200,000 200,000 200,000 200,000 518,868 CHF 520,868 CHF 97.52% 97.52%
07/05/2024 0.38% 2.69 CHF 2.70 CHF 200,000 200,000 200,000 200,000 529,858 CHF 531,858 CHF 97.83% 97.83%
06/05/2024 0.38% 2.58 CHF 2.59 CHF 200,000 200,000 200,000 200,000 519,049 CHF 521,049 CHF 99.19% 99.19%
03/05/2024 0.40% 2.51 CHF 2.52 CHF 200,000 200,000 200,000 200,000 500,401 CHF 502,401 CHF 99.41% 99.41%
02/05/2024 0.40% 2.47 CHF 2.48 CHF 200,000 200,000 200,000 200,000 493,849 CHF 495,849 CHF 99.48% 99.48%

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