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 0.61% 1.58 CHF 1.59 CHF 264,600 264,600 264,440 264,440 431,656 CHF 434,302 CHF 100.00% 100.00%
15/05/2024 0.62% 1.68 CHF 1.69 CHF 276,600 276,600 275,883 275,883 448,306 CHF 451,072 CHF 99.92% 99.92%
14/05/2024 0.63% 1.61 CHF 1.62 CHF 277,000 277,000 276,985 276,985 436,169 CHF 438,939 CHF 99.73% 99.73%
13/05/2024 0.63% 1.60 CHF 1.61 CHF 275,600 275,600 275,600 275,600 436,440 CHF 439,196 CHF 100.00% 100.00%
10/05/2024 0.62% 1.58 CHF 1.59 CHF 293,700 293,700 293,700 293,700 474,119 CHF 477,056 CHF 100.00% 100.00%
08/05/2024 0.71% 1.41 CHF 1.42 CHF 326,400 326,400 326,358 326,358 457,306 CHF 460,570 CHF 99.67% 99.67%
07/05/2024 0.80% 1.33 CHF 1.34 CHF 368,300 368,300 368,205 368,205 461,755 CHF 465,438 CHF 99.68% 99.68%
06/05/2024 0.87% 1.16 CHF 1.17 CHF 399,000 399,000 399,000 399,000 455,723 CHF 459,713 CHF 100.00% 100.00%
03/05/2024 0.93% 1.06 CHF 1.07 CHF 424,400 424,400 424,400 424,400 453,570 CHF 457,814 CHF 99.90% 99.90%
02/05/2024 0.97% 1.02 CHF 1.03 CHF 395,800 395,800 395,800 395,800 406,444 CHF 410,402 CHF 99.55% 99.55%

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