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 2.61% 0.37 CHF 0.38 CHF 110,000 110,000 107,116 107,116 40,446 CHF 41,517 CHF 100.00% 100.00%
28/05/2024 2.54% 0.40 CHF 0.41 CHF 110,000 110,000 107,172 107,172 41,668 CHF 42,740 CHF 99.16% 99.16%
27/05/2024 - - CHF - CHF 0 0 0 0 0 CHF 0 CHF 0.00% 0.00%
24/05/2024 2.63% 0.38 CHF 0.39 CHF 110,000 110,000 116,652 116,652 43,723 CHF 44,889 CHF 100.00% 100.00%
23/05/2024 2.56% 0.38 CHF 0.39 CHF 120,000 120,000 111,170 111,170 42,791 CHF 43,903 CHF 100.00% 100.00%
22/05/2024 2.45% 0.38 CHF 0.39 CHF 110,000 110,000 107,133 107,133 43,319 CHF 44,390 CHF 100.00% 100.00%
21/05/2024 2.20% 0.46 CHF 0.47 CHF 100,000 100,000 97,379 97,379 43,850 CHF 44,825 CHF 100.00% 100.00%
17/05/2024 2.32% 0.44 CHF 0.45 CHF 110,000 110,000 109,326 109,326 46,517 CHF 47,610 CHF 99.56% 99.56%
16/05/2024 2.43% 0.42 CHF 0.43 CHF 110,000 110,000 109,160 109,160 44,603 CHF 45,696 CHF 100.00% 100.00%
15/05/2024 2.33% 0.41 CHF 0.42 CHF 110,000 110,000 109,135 109,135 46,498 CHF 47,591 CHF 100.00% 100.00%

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