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 3.28% 0.27 CHF 0.28 CHF 154,000 154,000 152,586 152,586 45,850 CHF 47,376 CHF 100.00% 100.00%
28/05/2024 3.32% 0.30 CHF 0.31 CHF 152,000 152,000 152,046 152,046 45,047 CHF 46,568 CHF 99.16% 99.16%
27/05/2024 3.30% 0.31 CHF 0.32 CHF 152,000 152,000 151,861 151,861 45,423 CHF 46,943 CHF 99.43% 99.43%
24/05/2024 3.74% 0.29 CHF 0.30 CHF 152,000 152,000 153,888 153,888 40,466 CHF 42,005 CHF 100.00% 100.00%
23/05/2024 3.58% 0.28 CHF 0.29 CHF 154,000 154,000 153,107 153,107 42,413 CHF 43,951 CHF 100.00% 100.00%
22/05/2024 3.75% 0.25 CHF 0.26 CHF 154,000 154,000 154,021 154,021 40,384 CHF 41,924 CHF 100.00% 100.00%
21/05/2024 3.19% 0.31 CHF 0.32 CHF 152,000 152,000 151,897 151,897 47,049 CHF 48,569 CHF 99.99% 99.99%
17/05/2024 2.90% 0.34 CHF 0.35 CHF 152,000 152,000 151,812 151,812 51,657 CHF 53,175 CHF 100.00% 100.00%
16/05/2024 3.11% 0.31 CHF 0.32 CHF 154,000 154,000 152,809 152,809 48,610 CHF 50,140 CHF 100.00% 100.00%
15/05/2024 2.51% 0.36 CHF 0.37 CHF 150,000 150,000 149,129 149,129 59,204 CHF 60,699 CHF 100.00% 100.00%

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