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 0.24% 58.49 CHF 58.63 CHF 2,000 2,000 2,018 2,018 120,245 CHF 120,535 CHF 99.58% 99.58%
15/05/2024 0.24% 57.03 CHF 57.18 CHF 2,000 2,000 2,000 2,000 112,860 CHF 113,131 CHF 99.57% 99.57%
14/05/2024 0.23% 58.92 CHF 59.05 CHF 2,000 2,000 2,000 2,000 115,998 CHF 116,270 CHF 99.54% 99.54%
13/05/2024 0.23% 58.94 CHF 59.07 CHF 2,000 2,000 2,000 2,000 117,687 CHF 117,957 CHF 99.48% 99.52%
10/05/2024 0.22% 58.10 CHF 58.23 CHF 2,000 2,000 2,000 2,000 117,887 CHF 118,150 CHF 99.54% 99.54%
08/05/2024 0.22% 57.13 CHF 57.26 CHF 2,000 2,000 2,000 2,000 114,832 CHF 115,085 CHF 99.60% 99.60%
07/05/2024 0.22% 56.67 CHF 56.79 CHF 2,000 2,000 2,000 2,000 110,569 CHF 110,813 CHF 99.56% 99.56%
06/05/2024 0.22% 53.58 CHF 53.69 CHF 2,000 2,000 2,000 2,000 105,414 CHF 105,644 CHF 99.54% 99.54%
03/05/2024 0.23% 49.14 CHF 49.26 CHF 2,000 2,000 2,000 2,000 102,005 CHF 102,243 CHF 99.51% 99.51%
02/05/2024 0.23% 52.35 CHF 52.47 CHF 2,000 2,000 2,000 2,000 104,934 CHF 105,171 CHF 99.42% 99.42%

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