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 0.48% 2.14 CHF 2.15 CHF 100,000 100,000 42,107 42,107 89,508 CHF 89,930 CHF 99.77% 99.77%
28/05/2024 0.48% 2.13 CHF 2.14 CHF 100,000 100,000 41,530 41,530 87,151 CHF 87,567 CHF 100.00% 100.00%
27/05/2024 1.33% 2.08 CHF 2.11 CHF 3,000 3,000 5,759 5,759 11,817 CHF 11,924 CHF 98.72% 98.72%
24/05/2024 0.52% 2.02 CHF 2.03 CHF 102,000 102,000 42,823 42,823 84,060 CHF 84,489 CHF 100.00% 100.00%
23/05/2024 0.50% 2.01 CHF 2.02 CHF 102,000 102,000 42,618 42,618 87,588 CHF 88,016 CHF 99.73% 99.73%
22/05/2024 0.52% 1.92 CHF 1.93 CHF 104,000 104,000 43,732 43,732 85,482 CHF 85,920 CHF 100.00% 100.00%
21/05/2024 0.52% 1.96 CHF 1.97 CHF 104,000 104,000 43,368 43,368 84,578 CHF 85,013 CHF 98.81% 98.81%
17/05/2024 0.52% 1.92 CHF 1.93 CHF 104,000 104,000 43,759 43,759 85,745 CHF 86,183 CHF 100.00% 100.00%
16/05/2024 0.52% 2.04 CHF 2.05 CHF 102,000 102,000 43,946 43,946 86,706 CHF 87,147 CHF 100.00% 100.00%
15/05/2024 0.55% 1.94 CHF 1.95 CHF 104,000 104,000 44,382 44,382 82,950 CHF 83,395 CHF 100.00% 100.00%

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