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 0.84% 1.20 CHF 1.21 CHF 450,000 150,000 450,000 150,000 536,695 CHF 180,398 CHF 99.37% 99.37%
15/05/2024 0.86% 1.18 CHF 1.19 CHF 450,000 150,000 450,000 150,000 521,996 CHF 175,499 CHF 99.53% 99.53%
14/05/2024 0.91% 1.10 CHF 1.11 CHF 450,000 150,000 450,000 150,000 492,950 CHF 165,817 CHF 99.37% 99.37%
13/05/2024 0.93% 1.08 CHF 1.09 CHF 450,000 150,000 450,000 150,000 479,675 CHF 161,392 CHF 98.79% 98.79%
10/05/2024 1.05% 0.96 CHF 0.97 CHF 450,000 150,000 454,450 151,483 431,273 CHF 145,272 CHF 99.37% 99.37%
08/05/2024 1.22% 0.81 CHF 0.82 CHF 600,000 200,000 600,000 200,000 489,066 CHF 165,022 CHF 99.37% 99.37%
07/05/2024 1.37% 0.73 CHF 0.74 CHF 600,000 200,000 600,000 200,000 433,854 CHF 146,618 CHF 98.15% 98.15%
06/05/2024 1.31% 0.77 CHF 0.78 CHF 600,000 200,000 600,000 200,000 454,271 CHF 153,424 CHF 99.38% 99.38%
03/05/2024 1.31% 0.74 CHF 0.75 CHF 600,000 200,000 600,000 200,000 454,625 CHF 153,542 CHF 99.35% 99.35%
02/05/2024 1.34% 0.73 CHF 0.74 CHF 600,000 200,000 600,000 200,000 443,205 CHF 149,735 CHF 99.35% 99.35%

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