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 0.34% 2.96 CHF 2.97 CHF 30,000 30,000 30,000 30,000 88,282 CHF 88,582 CHF 98.72% 98.72%
15/05/2024 0.36% 2.81 CHF 2.82 CHF 30,000 30,000 30,000 30,000 82,713 CHF 83,013 CHF 99.49% 99.49%
14/05/2024 0.69% 2.80 CHF 2.82 CHF 30,000 30,000 30,000 30,000 86,758 CHF 87,358 CHF 99.53% 99.53%
13/05/2024 0.34% 2.97 CHF 2.98 CHF 30,000 30,000 30,000 30,000 87,667 CHF 87,967 CHF 99.57% 99.57%
10/05/2024 0.34% 2.93 CHF 2.94 CHF 30,000 30,000 30,000 30,000 87,030 CHF 87,330 CHF 98.19% 98.19%
08/05/2024 0.35% 2.85 CHF 2.86 CHF 30,000 30,000 30,000 30,000 85,019 CHF 85,319 CHF 98.51% 98.51%
07/05/2024 0.69% 2.82 CHF 2.84 CHF 30,000 30,000 30,000 30,000 86,156 CHF 86,756 CHF 95.44% 95.44%
06/05/2024 0.61% 3.13 CHF 3.15 CHF 30,000 30,000 30,000 30,000 97,652 CHF 98,252 CHF 99.57% 99.57%
03/05/2024 0.58% 3.50 CHF 3.52 CHF 20,000 20,000 20,000 20,000 69,339 CHF 69,739 CHF 80.62% 80.62%
02/05/2024 0.55% 3.63 CHF 3.65 CHF 20,000 20,000 20,000 20,000 72,348 CHF 72,748 CHF 96.94% 96.94%

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