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 0.80% 1.26 CHF 1.27 CHF 450,000 150,000 450,000 150,000 561,480 CHF 188,660 CHF 99.37% 99.37%
15/05/2024 0.82% 1.23 CHF 1.24 CHF 450,000 150,000 450,000 150,000 544,276 CHF 182,925 CHF 99.38% 99.38%
14/05/2024 0.87% 1.14 CHF 1.15 CHF 450,000 150,000 450,000 150,000 513,449 CHF 172,650 CHF 99.36% 99.36%
13/05/2024 0.90% 1.13 CHF 1.14 CHF 450,000 150,000 450,000 150,000 500,541 CHF 168,347 CHF 98.79% 98.79%
10/05/2024 1.01% 1.00 CHF 1.01 CHF 450,000 150,000 450,000 150,000 445,506 CHF 150,002 CHF 99.37% 99.37%
08/05/2024 1.18% 0.84 CHF 0.85 CHF 450,000 150,000 450,000 150,000 380,735 CHF 128,412 CHF 99.38% 99.38%
07/05/2024 1.33% 0.75 CHF 0.76 CHF 600,000 200,000 579,438 193,146 432,332 CHF 146,042 CHF 98.16% 98.16%
06/05/2024 1.28% 0.80 CHF 0.81 CHF 450,000 150,000 475,403 158,468 369,972 CHF 124,909 CHF 99.38% 99.38%
03/05/2024 1.27% 0.76 CHF 0.77 CHF 600,000 200,000 468,964 156,321 365,886 CHF 123,525 CHF 99.35% 99.35%
02/05/2024 1.31% 0.75 CHF 0.76 CHF 600,000 200,000 586,409 195,470 445,677 CHF 150,514 CHF 99.36% 99.36%

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