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 0.18% 5.69 CHF 5.70 CHF 500,000 100,000 500,000 100,000 2,834,040 CHF 567,808 CHF 99.26% 99.26%
22/05/2024 0.18% 5.55 CHF 5.56 CHF 500,000 100,000 500,000 100,000 2,820,140 CHF 565,027 CHF 99.27% 99.27%
21/05/2024 0.17% 5.80 CHF 5.81 CHF 500,000 100,000 500,000 100,000 2,945,420 CHF 590,083 CHF 98.96% 98.96%
17/05/2024 0.17% 6.03 CHF 6.04 CHF 500,000 100,000 500,000 100,000 3,000,270 CHF 601,055 CHF 99.09% 99.09%
16/05/2024 0.20% 5.24 CHF 5.25 CHF 500,000 100,000 500,000 100,000 2,550,930 CHF 511,187 CHF 99.27% 99.27%
15/05/2024 0.20% 5.18 CHF 5.19 CHF 500,000 100,000 500,000 100,000 2,530,480 CHF 507,095 CHF 99.07% 99.07%
14/05/2024 0.20% 5.12 CHF 5.13 CHF 500,000 100,000 500,000 100,000 2,543,100 CHF 509,619 CHF 99.27% 99.27%
13/05/2024 0.20% 4.96 CHF 4.97 CHF 500,000 100,000 500,000 100,000 2,496,870 CHF 500,374 CHF 98.47% 98.47%
10/05/2024 0.20% 5.03 CHF 5.04 CHF 500,000 100,000 500,000 100,000 2,522,660 CHF 505,532 CHF 99.27% 99.27%
08/05/2024 0.21% 4.80 CHF 4.81 CHF 500,000 100,000 500,000 100,000 2,377,280 CHF 476,456 CHF 99.27% 99.27%

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