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
24/05/2024 0.87% 1.14 CHF 1.15 CHF 28,000 28,000 28,000 28,000 32,018 CHF 32,298 CHF 100.00% 100.00%
23/05/2024 0.86% 1.18 CHF 1.19 CHF 28,000 28,000 27,848 27,848 32,718 CHF 32,998 CHF 100.00% 100.00%
22/05/2024 0.88% 1.14 CHF 1.15 CHF 28,000 28,000 28,000 28,000 31,618 CHF 31,898 CHF 100.00% 100.00%
21/05/2024 0.87% 1.14 CHF 1.15 CHF 28,000 28,000 27,980 27,980 32,075 CHF 32,355 CHF 99.93% 99.93%
17/05/2024 0.85% 1.18 CHF 1.19 CHF 28,000 28,000 27,975 27,975 32,722 CHF 33,002 CHF 100.00% 100.00%
16/05/2024 0.84% 1.20 CHF 1.21 CHF 27,000 27,000 27,609 27,609 32,959 CHF 33,235 CHF 100.00% 100.00%
15/05/2024 0.86% 1.18 CHF 1.19 CHF 28,000 28,000 27,945 27,945 32,473 CHF 32,753 CHF 100.00% 100.00%
14/05/2024 0.90% 1.10 CHF 1.11 CHF 28,000 28,000 27,997 27,997 30,894 CHF 31,174 CHF 99.98% 99.98%
13/05/2024 0.92% 1.10 CHF 1.11 CHF 28,000 28,000 28,311 28,311 30,581 CHF 30,864 CHF 100.00% 100.00%
10/05/2024 1.02% 0.98 CHF 0.99 CHF 29,000 29,000 29,101 29,101 28,418 CHF 28,709 CHF 100.00% 100.00%

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