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 0.84% 1.12 CHF 1.13 CHF 88,700 88,700 88,275 88,275 105,243 CHF 106,126 CHF 100.00% 100.00%
15/05/2024 0.86% 1.22 CHF 1.23 CHF 94,200 94,200 93,567 93,567 108,670 CHF 109,608 CHF 99.99% 99.99%
14/05/2024 0.89% 1.12 CHF 1.13 CHF 94,300 94,300 93,909 93,909 105,175 CHF 106,114 CHF 99.99% 99.99%
13/05/2024 0.87% 1.13 CHF 1.14 CHF 88,000 88,000 87,637 87,637 100,857 CHF 101,733 CHF 100.00% 100.00%
10/05/2024 0.84% 1.20 CHF 1.21 CHF 95,700 95,700 95,306 95,306 113,645 CHF 114,598 CHF 100.00% 100.00%
08/05/2024 1.00% 1.00 CHF 1.01 CHF 99,300 99,300 98,874 98,874 98,594 CHF 99,582 CHF 99.06% 99.06%
07/05/2024 1.01% 1.03 CHF 1.04 CHF 133,300 133,300 136,692 136,692 135,316 CHF 136,683 CHF 97.06% 97.06%
06/05/2024 1.52% 0.68 CHF 0.69 CHF 168,900 168,900 168,204 168,204 110,115 CHF 111,797 CHF 100.00% 100.00%
03/05/2024 1.54% 0.62 CHF 0.63 CHF 170,400 170,400 169,697 169,697 109,222 CHF 110,919 CHF 100.00% 100.00%
02/05/2024 1.47% 0.62 CHF 0.63 CHF 147,700 147,700 147,091 147,091 99,466 CHF 100,937 CHF 100.00% 100.00%

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