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 1.12% 0.91 CHF 0.92 CHF 200,000 200,000 89,642 89,642 81,647 CHF 82,545 CHF 99.36% 99.36%
28/05/2024 0.99% 0.99 CHF 1.00 CHF 200,000 200,000 89,562 89,562 90,735 CHF 91,633 CHF 99.84% 99.84%
27/05/2024 0.95% 1.05 CHF 1.06 CHF 80,000 80,000 63,879 63,879 66,754 CHF 67,393 CHF 99.07% 99.07%
24/05/2024 1.02% 0.98 CHF 0.99 CHF 200,000 200,000 89,474 89,474 88,750 CHF 89,646 CHF 100.00% 100.00%
23/05/2024 1.00% 1.01 CHF 1.02 CHF 200,000 200,000 90,322 90,322 93,089 CHF 93,996 CHF 97.08% 97.08%
22/05/2024 0.84% 1.15 CHF 1.16 CHF 196,000 196,000 86,568 86,568 103,117 CHF 103,984 CHF 99.86% 99.86%
21/05/2024 0.80% 1.27 CHF 1.28 CHF 190,000 190,000 85,554 85,554 108,494 CHF 109,351 CHF 99.42% 99.42%
17/05/2024 0.77% 1.40 CHF 1.41 CHF 184,000 184,000 83,256 83,256 112,411 CHF 113,249 CHF 98.94% 98.94%
16/05/2024 0.95% 1.27 CHF 1.28 CHF 192,000 192,000 88,759 88,759 98,366 CHF 99,258 CHF 99.22% 99.22%
15/05/2024 1.06% 1.01 CHF 1.02 CHF 200,000 200,000 89,326 89,326 86,880 CHF 87,777 CHF 100.00% 100.00%

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