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 1.24% 2.87 CHF 2.89 CHF 100,000 100,000 37,370 37,370 107,065 CHF 108,125 CHF 99.62% 99.62%
15/05/2024 1.23% 2.86 CHF 2.88 CHF 100,000 100,000 37,374 37,374 106,416 CHF 107,476 CHF 99.61% 99.61%
14/05/2024 1.24% 2.84 CHF 2.86 CHF 100,000 100,000 37,334 37,334 105,976 CHF 107,036 CHF 99.55% 99.55%
13/05/2024 1.19% 2.99 CHF 3.01 CHF 50,000 50,000 18,688 18,688 55,955 CHF 56,485 CHF 99.58% 99.58%
10/05/2024 1.23% 3.04 CHF 3.06 CHF 50,000 50,000 18,525 18,525 53,599 CHF 54,127 CHF 98.57% 98.57%
08/05/2024 1.69% 2.86 CHF 2.89 CHF 50,000 50,000 18,684 18,684 56,377 CHF 57,172 CHF 99.62% 99.62%
07/05/2024 1.57% 3.16 CHF 3.19 CHF 50,000 50,000 18,726 18,726 62,665 CHF 63,461 CHF 99.16% 99.16%
06/05/2024 1.37% 3.57 CHF 3.60 CHF 50,000 50,000 18,685 18,685 70,617 CHF 71,412 CHF 99.62% 99.62%
03/05/2024 1.99% 4.14 CHF 4.19 CHF 50,000 50,000 26,468 18,624 115,193 CHF 81,359 CHF 99.43% 99.43%
02/05/2024 1.77% 4.67 CHF 4.72 CHF 30,000 30,000 15,345 11,211 75,764 CHF 55,818 CHF 99.62% 99.62%

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