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 0.79% 1.30 CHF 1.31 CHF 65,000 65,000 35,899 35,899 46,230 CHF 46,590 CHF 100.00% 100.00%
15/05/2024 0.82% 1.30 CHF 1.31 CHF 65,000 65,000 35,688 35,688 44,898 CHF 45,258 CHF 99.56% 99.56%
14/05/2024 0.83% 1.22 CHF 1.23 CHF 65,000 65,000 35,942 35,942 43,875 CHF 44,235 CHF 100.00% 100.00%
13/05/2024 0.85% 1.19 CHF 1.20 CHF 65,000 65,000 35,950 35,950 43,046 CHF 43,406 CHF 100.00% 100.00%
10/05/2024 0.80% 1.22 CHF 1.23 CHF 65,000 65,000 35,542 35,542 44,855 CHF 45,211 CHF 100.00% 100.00%
08/05/2024 0.87% 1.18 CHF 1.19 CHF 65,000 65,000 35,642 35,642 41,827 CHF 42,184 CHF 98.63% 98.63%
07/05/2024 0.89% 1.16 CHF 1.17 CHF 65,000 65,000 36,067 36,067 41,491 CHF 41,852 CHF 98.42% 98.42%
06/05/2024 0.87% 1.16 CHF 1.17 CHF 65,000 65,000 35,951 35,951 41,828 CHF 42,189 CHF 100.00% 100.00%
03/05/2024 0.90% 1.11 CHF 1.12 CHF 65,000 65,000 35,633 35,633 40,252 CHF 40,609 CHF 99.95% 99.95%
02/05/2024 0.91% 1.14 CHF 1.15 CHF 65,000 65,000 24,159 24,159 26,982 CHF 27,224 CHF 100.00% 100.00%

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