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 0.44% 2.37 CHF 2.38 CHF 100,000 100,000 42,106 42,106 98,881 CHF 99,303 CHF 99.77% 99.77%
28/05/2024 0.44% 2.35 CHF 2.36 CHF 100,000 100,000 41,527 41,527 96,351 CHF 96,767 CHF 99.99% 99.99%
27/05/2024 1.20% 2.30 CHF 2.33 CHF 3,000 3,000 5,759 5,759 13,100 CHF 13,208 CHF 98.72% 98.72%
24/05/2024 0.47% 2.24 CHF 2.25 CHF 102,000 102,000 42,854 42,854 93,665 CHF 94,094 CHF 100.00% 100.00%
23/05/2024 0.45% 2.23 CHF 2.24 CHF 102,000 102,000 42,619 42,619 97,066 CHF 97,495 CHF 99.73% 99.73%
22/05/2024 0.46% 2.14 CHF 2.15 CHF 104,000 104,000 43,732 43,732 95,212 CHF 95,650 CHF 100.00% 100.00%
21/05/2024 0.47% 2.18 CHF 2.19 CHF 104,000 104,000 43,371 43,371 94,191 CHF 94,626 CHF 98.80% 98.80%
17/05/2024 0.47% 2.14 CHF 2.15 CHF 104,000 104,000 43,758 43,758 95,403 CHF 95,841 CHF 100.00% 100.00%
16/05/2024 0.47% 2.26 CHF 2.27 CHF 102,000 102,000 43,943 43,943 96,354 CHF 96,795 CHF 100.00% 100.00%
15/05/2024 0.49% 2.16 CHF 2.17 CHF 104,000 104,000 44,381 44,381 92,706 CHF 93,151 CHF 100.00% 100.00%

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