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 0.69% 1.45 CHF 1.46 CHF 600,000 200,000 600,000 200,000 862,066 CHF 289,355 CHF 88.02% 88.02%
22/05/2024 0.71% 1.42 CHF 1.43 CHF 600,000 200,000 600,000 200,000 837,727 CHF 281,242 CHF 79.12% 79.12%
21/05/2024 0.71% 1.38 CHF 1.39 CHF 600,000 200,000 600,000 200,000 838,992 CHF 281,664 CHF 72.39% 72.39%
17/05/2024 0.73% 1.37 CHF 1.38 CHF 600,000 200,000 600,000 200,000 820,661 CHF 275,554 CHF 86.73% 86.73%
16/05/2024 0.74% 1.37 CHF 1.38 CHF 600,000 200,000 600,000 200,000 811,847 CHF 272,616 CHF 89.23% 89.23%
15/05/2024 0.73% 1.35 CHF 1.36 CHF 600,000 200,000 600,000 200,000 817,297 CHF 274,432 CHF 92.07% 92.07%
14/05/2024 0.71% 1.39 CHF 1.40 CHF 600,000 200,000 600,000 200,000 839,954 CHF 281,985 CHF 85.34% 85.34%
13/05/2024 0.71% 1.41 CHF 1.42 CHF 600,000 200,000 600,000 200,000 841,430 CHF 282,477 CHF 74.67% 74.67%
10/05/2024 0.70% 1.42 CHF 1.43 CHF 600,000 200,000 600,000 200,000 848,492 CHF 284,831 CHF 85.11% 85.11%
08/05/2024 0.70% 1.43 CHF 1.44 CHF 600,000 200,000 600,000 200,000 856,512 CHF 287,504 CHF 84.49% 84.49%

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