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
27/05/2024 0.92% 1.04 CHF 1.05 CHF 59,000 59,000 58,947 58,947 65,157 CHF 65,752 CHF 99.50% 99.50%
24/05/2024 0.92% 1.09 CHF 1.10 CHF 59,000 59,000 59,367 59,367 64,621 CHF 65,215 CHF 100.00% 100.00%
23/05/2024 0.90% 1.07 CHF 1.08 CHF 59,000 59,000 59,338 59,338 66,360 CHF 66,956 CHF 100.00% 100.00%
22/05/2024 0.85% 1.22 CHF 1.23 CHF 60,000 60,000 60,000 60,000 70,252 CHF 70,852 CHF 100.00% 100.00%
21/05/2024 0.84% 1.21 CHF 1.22 CHF 60,000 60,000 59,941 59,941 71,051 CHF 71,651 CHF 99.73% 99.73%
17/05/2024 0.79% 1.23 CHF 1.24 CHF 60,000 60,000 60,439 60,439 76,583 CHF 77,187 CHF 99.33% 99.33%
16/05/2024 0.75% 1.34 CHF 1.35 CHF 61,000 61,000 60,946 60,946 81,602 CHF 82,212 CHF 100.00% 100.00%
15/05/2024 0.71% 1.32 CHF 1.33 CHF 61,000 61,000 61,460 61,460 86,305 CHF 86,921 CHF 100.00% 100.00%
14/05/2024 0.70% 1.43 CHF 1.44 CHF 62,000 62,000 61,981 61,981 88,890 CHF 89,510 CHF 99.98% 99.98%
13/05/2024 0.73% 1.37 CHF 1.38 CHF 61,000 61,000 61,065 61,065 83,481 CHF 84,092 CHF 100.00% 100.00%

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