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
17/05/2024 0.54% 1.86 CHF 1.87 CHF 160,000 160,000 160,000 160,000 296,299 CHF 297,899 CHF 99.36% 99.36%
16/05/2024 0.54% 1.83 CHF 1.84 CHF 160,000 160,000 159,839 159,839 292,995 CHF 294,594 CHF 100.00% 100.00%
15/05/2024 0.61% 1.67 CHF 1.68 CHF 165,000 165,000 164,678 164,678 272,224 CHF 273,874 CHF 100.00% 100.00%
14/05/2024 0.63% 1.60 CHF 1.61 CHF 165,000 165,000 169,047 169,047 267,342 CHF 269,032 CHF 100.00% 100.00%
13/05/2024 0.60% 1.67 CHF 1.68 CHF 165,000 165,000 165,000 165,000 272,072 CHF 273,722 CHF 99.85% 99.85%
10/05/2024 0.61% 1.62 CHF 1.63 CHF 165,000 165,000 165,000 165,000 269,997 CHF 271,647 CHF 100.00% 100.00%
08/05/2024 0.64% 1.56 CHF 1.57 CHF 170,000 170,000 170,000 170,000 265,277 CHF 266,977 CHF 98.62% 98.62%
07/05/2024 0.65% 1.55 CHF 1.56 CHF 170,000 170,000 169,927 169,927 258,957 CHF 260,657 CHF 99.88% 99.88%
06/05/2024 0.67% 1.50 CHF 1.51 CHF 170,000 170,000 170,292 170,292 253,543 CHF 255,246 CHF 100.00% 100.00%
03/05/2024 0.69% 1.46 CHF 1.47 CHF 175,000 175,000 174,485 174,485 250,690 CHF 252,434 CHF 99.98% 99.98%

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