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
15/05/2024 0.93% 1.05 CHF 1.06 CHF 107,000 107,000 105,953 105,953 113,725 CHF 114,786 CHF 100.00% 100.00%
14/05/2024 0.92% 1.11 CHF 1.12 CHF 103,000 103,000 105,420 105,420 114,744 CHF 115,798 CHF 100.00% 100.00%
13/05/2024 0.99% 1.03 CHF 1.04 CHF 109,000 109,000 110,699 110,699 110,988 CHF 112,095 CHF 100.00% 100.00%
10/05/2024 0.98% 1.00 CHF 1.01 CHF 111,000 111,000 109,503 109,503 111,518 CHF 112,613 CHF 100.00% 100.00%
08/05/2024 0.99% 1.01 CHF 1.02 CHF 111,000 111,000 110,982 110,982 112,031 CHF 113,141 CHF 99.06% 99.06%
07/05/2024 0.99% 1.01 CHF 1.02 CHF 111,000 111,000 110,997 110,997 111,838 CHF 112,948 CHF 99.66% 99.66%
06/05/2024 1.00% 1.00 CHF 1.01 CHF 111,000 111,000 112,039 112,039 110,962 CHF 112,082 CHF 100.00% 100.00%
03/05/2024 1.01% 0.98 CHF 0.99 CHF 113,000 113,000 112,782 112,782 111,500 CHF 112,628 CHF 100.00% 100.00%
02/05/2024 0.99% 0.98 CHF 0.99 CHF 113,000 113,000 111,314 111,314 111,437 CHF 112,550 CHF 100.00% 100.00%
30/04/2024 1.02% 0.98 CHF 0.99 CHF 113,000 113,000 112,919 112,919 110,553 CHF 111,683 CHF 100.00% 100.00%

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