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 0.29% 3.46 CHF 3.47 CHF 150,000 150,000 149,882 149,882 517,592 CHF 519,093 CHF 100.00% 100.00%
15/05/2024 0.32% 3.37 CHF 3.38 CHF 150,000 150,000 149,693 149,693 470,480 CHF 471,980 CHF 99.83% 99.83%
14/05/2024 0.34% 2.98 CHF 2.99 CHF 150,000 150,000 149,968 149,968 443,629 CHF 445,129 CHF 99.86% 99.86%
13/05/2024 0.35% 2.85 CHF 2.86 CHF 150,000 150,000 150,000 150,000 428,638 CHF 430,138 CHF 100.00% 100.00%
10/05/2024 0.33% 2.87 CHF 2.88 CHF 150,000 150,000 149,999 149,999 453,253 CHF 454,754 CHF 99.99% 99.99%
08/05/2024 0.41% 2.51 CHF 2.52 CHF 150,000 150,000 149,965 149,965 366,340 CHF 367,840 CHF 99.29% 99.29%
07/05/2024 0.41% 2.47 CHF 2.48 CHF 150,000 150,000 149,893 149,893 369,955 CHF 371,455 CHF 100.00% 100.00%
06/05/2024 0.41% 2.44 CHF 2.45 CHF 150,000 150,000 150,000 150,000 360,866 CHF 362,366 CHF 100.00% 100.00%
03/05/2024 0.47% 2.03 CHF 2.04 CHF 150,000 150,000 150,000 149,999 315,610 CHF 317,109 CHF 98.70% 98.70%
02/05/2024 0.48% 2.18 CHF 2.19 CHF 150,000 150,000 150,000 150,000 310,357 CHF 311,857 CHF 99.99% 99.99%

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