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 0.77% 1.28 CHF 1.29 CHF 600,000 200,000 600,000 200,000 771,730 CHF 259,243 CHF 80.59% 80.59%
23/05/2024 0.78% 1.29 CHF 1.30 CHF 600,000 200,000 600,000 200,000 768,370 CHF 258,123 CHF 88.01% 88.01%
22/05/2024 0.80% 1.26 CHF 1.27 CHF 600,000 200,000 600,000 200,000 743,841 CHF 249,947 CHF 79.12% 79.12%
21/05/2024 0.80% 1.23 CHF 1.24 CHF 600,000 200,000 600,000 200,000 745,958 CHF 250,653 CHF 72.36% 72.36%
17/05/2024 0.82% 1.21 CHF 1.22 CHF 600,000 200,000 600,000 200,000 726,660 CHF 244,220 CHF 86.73% 86.73%
16/05/2024 0.83% 1.21 CHF 1.22 CHF 600,000 200,000 600,000 200,000 719,549 CHF 241,850 CHF 89.26% 89.26%
15/05/2024 0.82% 1.19 CHF 1.20 CHF 600,000 200,000 600,000 200,000 724,787 CHF 243,596 CHF 92.07% 92.07%
14/05/2024 0.80% 1.24 CHF 1.25 CHF 600,000 200,000 600,000 200,000 746,712 CHF 250,904 CHF 85.33% 85.33%
13/05/2024 0.80% 1.26 CHF 1.27 CHF 600,000 200,000 600,000 200,000 749,288 CHF 251,763 CHF 74.70% 74.70%
10/05/2024 0.79% 1.26 CHF 1.27 CHF 600,000 200,000 600,000 200,000 756,383 CHF 254,128 CHF 85.12% 85.12%

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