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 1.79% 0.56 CHF 0.57 CHF 200,000 200,000 200,000 200,000 110,680 CHF 112,680 CHF 99.62% 99.62%
28/05/2024 1.80% 0.55 CHF 0.56 CHF 200,000 200,000 200,000 200,000 110,037 CHF 112,037 CHF 99.85% 99.85%
27/05/2024 1.87% 0.53 CHF 0.54 CHF 200,000 200,000 200,000 200,000 106,037 CHF 108,037 CHF 100.00% 100.00%
24/05/2024 1.86% 0.53 CHF 0.54 CHF 200,000 200,000 200,000 200,000 106,628 CHF 108,628 CHF 100.00% 100.00%
23/05/2024 1.86% 0.54 CHF 0.55 CHF 200,000 200,000 200,000 200,000 106,372 CHF 108,372 CHF 99.64% 99.64%
22/05/2024 1.90% 0.52 CHF 0.53 CHF 200,000 200,000 200,000 200,000 104,422 CHF 106,422 CHF 98.57% 98.57%
21/05/2024 1.84% 0.53 CHF 0.54 CHF 200,000 200,000 200,000 200,000 107,429 CHF 109,429 CHF 100.00% 100.00%
17/05/2024 1.87% 0.53 CHF 0.54 CHF 200,000 200,000 200,000 200,000 106,160 CHF 108,160 CHF 100.00% 100.00%
16/05/2024 1.85% 0.54 CHF 0.55 CHF 200,000 200,000 200,000 200,000 106,939 CHF 108,939 CHF 99.91% 99.91%
15/05/2024 1.79% 0.54 CHF 0.55 CHF 200,000 200,000 200,000 200,000 110,743 CHF 112,743 CHF 100.00% 100.00%

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