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 1.05% 1.17 CHF 1.18 CHF 192,000 192,000 88,759 88,759 89,461 CHF 90,352 CHF 99.22% 99.22%
15/05/2024 1.18% 0.91 CHF 0.92 CHF 200,000 200,000 89,330 89,330 77,924 CHF 78,821 CHF 100.00% 100.00%
14/05/2024 1.19% 0.82 CHF 0.83 CHF 200,000 200,000 79,098 79,098 71,587 CHF 72,408 CHF 98.54% 98.54%
13/05/2024 1.00% 1.10 CHF 1.11 CHF 194,000 194,000 88,877 88,877 92,180 CHF 93,070 CHF 99.49% 99.49%
10/05/2024 1.15% 0.88 CHF 0.89 CHF 200,000 200,000 89,485 89,485 78,540 CHF 79,437 CHF 100.00% 100.00%
08/05/2024 1.29% 0.82 CHF 0.83 CHF 200,000 200,000 94,966 94,966 75,258 CHF 76,209 CHF 99.12% 99.12%
07/05/2024 1.19% 0.85 CHF 0.86 CHF 200,000 200,000 89,410 89,410 76,172 CHF 77,068 CHF 99.83% 99.83%
06/05/2024 1.08% 0.95 CHF 0.96 CHF 200,000 200,000 89,503 89,503 83,918 CHF 84,815 CHF 100.00% 100.00%
03/05/2024 1.10% 0.90 CHF 0.91 CHF 200,000 200,000 89,578 89,578 81,735 CHF 82,632 CHF 99.69% 99.69%
02/05/2024 1.30% 0.83 CHF 0.84 CHF 200,000 200,000 96,368 96,368 75,839 CHF 76,804 CHF 99.99% 99.99%

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