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
22/05/2024 0.96% 1.12 CHF 1.13 CHF 196,000 196,000 86,569 86,569 93,328 CHF 94,195 CHF 99.86% 99.86%
21/05/2024 1.02% 0.99 CHF 1.00 CHF 190,000 190,000 85,507 85,507 84,928 CHF 85,785 CHF 99.53% 99.53%
17/05/2024 1.12% 0.86 CHF 0.87 CHF 184,000 184,000 83,258 83,258 75,891 CHF 76,729 CHF 98.94% 98.94%
16/05/2024 0.87% 0.98 CHF 0.99 CHF 192,000 192,000 88,758 88,758 100,876 CHF 101,767 CHF 99.22% 99.22%
15/05/2024 0.80% 1.24 CHF 1.25 CHF 200,000 200,000 89,330 89,330 113,742 CHF 114,639 CHF 100.00% 100.00%
14/05/2024 0.96% 1.33 CHF 1.34 CHF 200,000 200,000 79,184 79,184 98,653 CHF 99,474 CHF 97.33% 97.33%
13/05/2024 0.90% 1.06 CHF 1.07 CHF 194,000 194,000 88,874 88,874 99,134 CHF 100,025 CHF 99.49% 99.49%
10/05/2024 0.80% 1.28 CHF 1.29 CHF 200,000 200,000 89,486 89,486 113,947 CHF 114,844 CHF 100.00% 100.00%
08/05/2024 0.74% 1.34 CHF 1.35 CHF 200,000 200,000 94,965 94,965 129,409 CHF 130,360 CHF 99.13% 99.13%
07/05/2024 0.79% 1.31 CHF 1.32 CHF 200,000 200,000 89,410 89,410 116,248 CHF 117,144 CHF 99.83% 99.83%

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