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
23/05/2024 0.71% 1.38 CHF 1.39 CHF 45,000 45,000 44,572 44,572 63,278 CHF 63,724 CHF 98.98% 98.98%
22/05/2024 0.66% 1.54 CHF 1.55 CHF 45,000 45,000 44,578 44,578 67,972 CHF 68,419 CHF 100.00% 100.00%
21/05/2024 0.63% 1.59 CHF 1.60 CHF 45,000 45,000 44,575 44,575 71,665 CHF 72,112 CHF 99.56% 99.56%
17/05/2024 0.61% 1.68 CHF 1.69 CHF 45,000 45,000 44,575 44,575 73,733 CHF 74,179 CHF 98.85% 98.85%
16/05/2024 0.63% 1.60 CHF 1.61 CHF 45,000 45,000 44,578 44,578 71,246 CHF 71,692 CHF 100.00% 100.00%
15/05/2024 0.67% 1.59 CHF 1.60 CHF 45,000 45,000 44,580 44,580 67,497 CHF 67,944 CHF 100.00% 100.00%
14/05/2024 0.65% 1.53 CHF 1.54 CHF 45,000 45,000 44,575 44,575 69,233 CHF 69,679 CHF 99.30% 99.30%
13/05/2024 0.65% 1.53 CHF 1.54 CHF 45,000 45,000 44,579 44,579 69,307 CHF 69,753 CHF 100.00% 100.00%
10/05/2024 0.66% 1.56 CHF 1.57 CHF 45,000 45,000 44,659 44,659 68,406 CHF 68,853 CHF 87.22% 93.37%
08/05/2024 0.73% 1.44 CHF 1.45 CHF 45,000 45,000 44,919 44,919 61,749 CHF 62,199 CHF 99.41% 99.41%

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