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 0.87% 1.17 CHF 1.18 CHF 310,000 310,000 139,535 139,535 163,557 CHF 164,955 CHF 99.89% 99.89%
28/05/2024 0.87% 1.16 CHF 1.17 CHF 310,000 310,000 138,957 138,957 161,310 CHF 162,702 CHF 99.99% 99.99%
27/05/2024 0.85% 1.17 CHF 1.18 CHF 124,000 124,000 98,680 98,680 115,454 CHF 116,441 CHF 96.74% 96.74%
24/05/2024 0.85% 1.19 CHF 1.20 CHF 320,000 320,000 142,689 142,689 170,362 CHF 171,791 CHF 100.00% 100.00%
23/05/2024 0.96% 1.15 CHF 1.16 CHF 310,000 310,000 132,076 132,076 143,195 CHF 144,523 CHF 99.87% 99.87%
22/05/2024 0.95% 1.08 CHF 1.09 CHF 300,000 300,000 133,496 133,496 143,496 CHF 144,834 CHF 100.00% 100.00%
21/05/2024 0.96% 1.07 CHF 1.08 CHF 300,000 300,000 133,454 133,454 142,435 CHF 143,772 CHF 97.90% 97.90%
17/05/2024 0.93% 1.10 CHF 1.11 CHF 300,000 300,000 134,143 134,143 146,186 CHF 147,530 CHF 99.89% 99.89%
16/05/2024 0.91% 1.09 CHF 1.10 CHF 300,000 300,000 137,046 137,046 152,533 CHF 153,909 CHF 100.00% 100.00%
15/05/2024 0.91% 1.14 CHF 1.15 CHF 310,000 310,000 138,631 138,631 156,073 CHF 157,464 CHF 99.90% 99.90%

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