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 0.77% 1.31 CHF 1.32 CHF 410,100 410,100 391,340 391,340 510,247 CHF 514,164 CHF 100.00% 100.00%
15/05/2024 0.72% 1.31 CHF 1.32 CHF 379,400 379,400 363,966 363,966 505,173 CHF 508,822 CHF 99.61% 99.61%
14/05/2024 0.67% 1.43 CHF 1.44 CHF 355,400 355,400 353,809 353,809 529,623 CHF 533,162 CHF 99.99% 99.99%
13/05/2024 0.66% 1.51 CHF 1.52 CHF 352,800 352,800 348,598 348,598 530,435 CHF 533,921 CHF 100.00% 100.00%
10/05/2024 0.64% 1.58 CHF 1.59 CHF 345,900 345,900 325,461 325,461 505,020 CHF 508,274 CHF 99.61% 99.61%
08/05/2024 0.60% 1.66 CHF 1.67 CHF 322,300 322,300 330,534 330,534 547,060 CHF 550,365 CHF 98.95% 98.95%
07/05/2024 0.63% 1.56 CHF 1.57 CHF 336,100 336,100 338,685 338,685 537,318 CHF 540,705 CHF 99.34% 99.34%
06/05/2024 0.64% 1.56 CHF 1.57 CHF 340,500 340,500 330,092 330,092 515,957 CHF 519,258 CHF 100.00% 100.00%
03/05/2024 0.61% 1.58 CHF 1.59 CHF 323,200 323,200 306,558 306,558 498,152 CHF 501,217 CHF 99.93% 99.93%
02/05/2024 0.55% 1.84 CHF 1.85 CHF 295,700 295,700 285,163 285,163 517,759 CHF 520,610 CHF 100.00% 100.00%

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