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 0.97% 1.02 CHF 1.03 CHF 200,000 200,000 199,000 199,000 203,686 CHF 205,677 CHF 100.00% 100.00%
15/05/2024 0.96% 1.04 CHF 1.05 CHF 200,000 200,000 198,784 198,784 207,567 CHF 209,559 CHF 100.00% 100.00%
14/05/2024 0.98% 1.03 CHF 1.04 CHF 200,000 200,000 199,153 199,153 202,245 CHF 204,237 CHF 100.00% 100.00%
13/05/2024 0.99% 1.01 CHF 1.02 CHF 200,000 200,000 200,376 200,376 200,712 CHF 202,715 CHF 100.00% 100.00%
10/05/2024 0.98% 1.00 CHF 1.01 CHF 220,000 220,000 199,351 199,351 203,310 CHF 205,304 CHF 100.00% 100.00%
08/05/2024 0.95% 1.04 CHF 1.05 CHF 200,000 200,000 199,133 199,133 208,446 CHF 210,437 CHF 99.15% 99.15%
07/05/2024 0.95% 1.06 CHF 1.07 CHF 200,000 200,000 199,079 199,079 209,373 CHF 211,365 CHF 99.85% 99.85%
06/05/2024 0.97% 1.03 CHF 1.04 CHF 200,000 200,000 199,175 199,175 204,982 CHF 206,974 CHF 100.00% 100.00%
03/05/2024 0.99% 1.01 CHF 1.02 CHF 200,000 200,000 208,603 208,603 209,477 CHF 211,563 CHF 100.00% 100.00%
02/05/2024 0.99% 1.01 CHF 1.02 CHF 200,000 200,000 205,992 205,992 206,721 CHF 208,781 CHF 100.00% 100.00%

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