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 0.73% 1.36 CHF 1.37 CHF 488,700 488,700 488,330 488,330 668,208 CHF 673,095 CHF 100.00% 100.00%
15/05/2024 0.82% 1.30 CHF 1.31 CHF 540,500 540,500 539,098 539,098 662,067 CHF 667,472 CHF 99.89% 99.89%
14/05/2024 0.89% 1.16 CHF 1.17 CHF 548,600 548,600 548,600 548,600 614,446 CHF 619,932 CHF 99.29% 99.29%
13/05/2024 0.89% 1.12 CHF 1.13 CHF 561,300 561,300 561,300 561,300 629,367 CHF 634,980 CHF 100.00% 100.00%
10/05/2024 0.92% 1.10 CHF 1.11 CHF 642,200 642,200 642,196 642,200 696,663 CHF 703,088 CHF 100.00% 100.00%
08/05/2024 1.06% 0.95 CHF 0.96 CHF 696,100 696,100 696,100 696,100 651,534 CHF 658,495 CHF 99.77% 99.77%
07/05/2024 1.19% 0.89 CHF 0.90 CHF 819,000 819,000 818,847 818,847 687,389 CHF 695,579 CHF 96.09% 96.09%
06/05/2024 1.34% 0.73 CHF 0.74 CHF 861,000 861,000 861,000 861,000 639,664 CHF 648,274 CHF 100.00% 100.00%
03/05/2024 1.45% 0.69 CHF 0.70 CHF 913,600 913,600 913,600 913,600 626,784 CHF 635,920 CHF 99.89% 99.89%
02/05/2024 1.47% 0.64 CHF 0.65 CHF 866,500 866,500 866,500 866,500 583,997 CHF 592,662 CHF 99.56% 99.56%

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