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 0.95% 1.07 CHF 1.08 CHF 25,000 25,000 25,000 25,000 26,123 CHF 26,373 CHF 99.48% 99.48%
28/05/2024 0.99% 1.03 CHF 1.04 CHF 25,000 25,000 25,000 25,000 25,096 CHF 25,346 CHF 99.77% 99.77%
27/05/2024 1.02% 0.97 CHF 0.98 CHF 25,000 25,000 25,000 25,000 24,377 CHF 24,627 CHF 100.00% 100.00%
24/05/2024 0.99% 0.98 CHF 0.99 CHF 25,000 25,000 25,000 25,000 25,007 CHF 25,257 CHF 100.00% 100.00%
23/05/2024 1.12% 0.92 CHF 0.93 CHF 25,000 25,000 25,000 25,000 22,172 CHF 22,422 CHF 99.62% 99.62%
22/05/2024 1.13% 0.88 CHF 0.89 CHF 25,000 25,000 25,000 25,000 21,979 CHF 22,229 CHF 98.60% 98.60%
21/05/2024 1.16% 0.85 CHF 0.86 CHF 25,000 25,000 25,000 25,000 21,464 CHF 21,714 CHF 100.00% 100.00%
17/05/2024 1.15% 0.88 CHF 0.89 CHF 25,000 25,000 25,000 25,000 21,674 CHF 21,924 CHF 100.00% 100.00%
16/05/2024 1.09% 0.94 CHF 0.95 CHF 25,000 25,000 25,000 25,000 22,890 CHF 23,140 CHF 99.84% 99.84%
15/05/2024 1.14% 0.87 CHF 0.88 CHF 25,000 25,000 25,000 25,000 21,880 CHF 22,130 CHF 100.00% 100.00%

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