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 1.29% 0.77 CHF 0.78 CHF 110,000 110,000 109,923 109,923 84,904 CHF 86,004 CHF 99.75% 99.75%
15/05/2024 1.34% 0.75 CHF 0.76 CHF 110,000 110,000 109,782 109,782 81,717 CHF 82,817 CHF 100.00% 100.00%
14/05/2024 1.30% 0.77 CHF 0.78 CHF 110,000 110,000 109,979 109,979 83,966 CHF 85,066 CHF 100.00% 100.00%
13/05/2024 1.16% 0.87 CHF 0.88 CHF 120,000 120,000 119,891 119,891 102,433 CHF 103,631 CHF 100.00% 100.00%
10/05/2024 1.10% 0.91 CHF 0.92 CHF 120,000 120,000 120,000 120,000 108,701 CHF 109,901 CHF 100.00% 100.00%
08/05/2024 1.00% 0.99 CHF 1.00 CHF 120,000 120,000 119,979 119,979 119,457 CHF 120,657 CHF 99.08% 99.08%
07/05/2024 0.98% 1.00 CHF 1.01 CHF 120,000 120,000 121,850 121,850 124,477 CHF 125,696 CHF 99.94% 99.94%
06/05/2024 0.94% 1.06 CHF 1.07 CHF 130,000 130,000 130,000 130,000 138,212 CHF 139,512 CHF 100.00% 100.00%
03/05/2024 1.06% 1.03 CHF 1.04 CHF 130,000 130,000 122,712 122,712 117,896 CHF 119,124 CHF 99.05% 99.05%
02/05/2024 1.09% 0.91 CHF 0.92 CHF 120,000 120,000 120,000 120,000 109,340 CHF 110,540 CHF 100.00% 100.00%

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