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 0.93% 1.05 CHF 1.06 CHF 70,500 70,500 70,450 70,450 75,167 CHF 75,872 CHF 100.00% 100.00%
15/05/2024 0.90% 1.10 CHF 1.11 CHF 73,900 73,900 74,000 74,000 82,344 CHF 83,086 CHF 100.00% 100.00%
14/05/2024 0.92% 1.08 CHF 1.09 CHF 69,700 69,700 69,492 69,492 75,163 CHF 75,858 CHF 99.99% 99.99%
13/05/2024 0.89% 1.13 CHF 1.14 CHF 67,200 67,200 67,230 67,230 75,606 CHF 76,279 CHF 100.00% 100.00%
10/05/2024 0.86% 1.17 CHF 1.18 CHF 66,500 66,500 65,973 65,973 76,107 CHF 76,766 CHF 100.00% 100.00%
08/05/2024 0.84% 1.18 CHF 1.19 CHF 64,300 64,300 64,283 64,283 75,904 CHF 76,546 CHF 99.24% 99.24%
07/05/2024 0.83% 1.20 CHF 1.21 CHF 65,400 65,400 65,636 65,636 79,190 CHF 79,846 CHF 95.29% 95.29%
06/05/2024 0.84% 1.20 CHF 1.21 CHF 66,200 66,200 66,152 66,152 78,464 CHF 79,126 CHF 100.00% 100.00%
03/05/2024 0.89% 1.17 CHF 1.18 CHF 62,200 62,200 61,442 61,442 69,054 CHF 69,669 CHF 99.94% 99.94%
02/05/2024 0.80% 1.25 CHF 1.26 CHF 62,800 62,800 62,748 62,748 78,322 CHF 78,949 CHF 99.98% 99.98%

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