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 0.50% 2.00 CHF 2.01 CHF 110,000 110,000 109,924 109,924 219,836 CHF 220,936 CHF 99.75% 99.75%
15/05/2024 0.49% 2.02 CHF 2.03 CHF 110,000 110,000 109,786 109,786 222,388 CHF 223,488 CHF 100.00% 100.00%
14/05/2024 0.50% 2.00 CHF 2.01 CHF 110,000 110,000 109,980 109,980 220,489 CHF 221,589 CHF 100.00% 100.00%
13/05/2024 0.52% 1.89 CHF 1.90 CHF 120,000 120,000 119,891 119,891 228,895 CHF 230,094 CHF 100.00% 100.00%
10/05/2024 0.54% 1.85 CHF 1.86 CHF 120,000 120,000 120,000 120,000 222,576 CHF 223,776 CHF 100.00% 100.00%
08/05/2024 0.57% 1.77 CHF 1.78 CHF 120,000 120,000 119,980 119,980 211,533 CHF 212,733 CHF 99.09% 99.09%
07/05/2024 0.57% 1.76 CHF 1.77 CHF 120,000 120,000 121,849 121,849 211,877 CHF 213,096 CHF 99.94% 99.94%
06/05/2024 0.59% 1.70 CHF 1.71 CHF 130,000 130,000 130,000 130,000 220,014 CHF 221,314 CHF 100.00% 100.00%
03/05/2024 0.56% 1.72 CHF 1.73 CHF 130,000 130,000 122,708 122,708 220,123 CHF 221,350 CHF 99.05% 99.05%
02/05/2024 0.54% 1.85 CHF 1.86 CHF 120,000 120,000 120,000 120,000 221,756 CHF 222,956 CHF 100.00% 100.00%

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