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 1.23% 0.81 CHF 0.82 CHF 54,000 54,000 55,211 55,211 44,791 CHF 45,344 CHF 100.00% 100.00%
15/05/2024 1.21% 0.82 CHF 0.83 CHF 56,000 56,000 55,878 55,878 46,194 CHF 46,754 CHF 100.00% 100.00%
14/05/2024 1.16% 0.86 CHF 0.87 CHF 56,000 56,000 55,995 55,995 47,914 CHF 48,474 CHF 100.00% 100.00%
13/05/2024 1.15% 0.86 CHF 0.87 CHF 56,000 56,000 56,622 56,622 49,125 CHF 49,691 CHF 100.00% 100.00%
10/05/2024 1.08% 0.92 CHF 0.93 CHF 58,000 58,000 58,202 58,202 53,484 CHF 54,066 CHF 100.00% 100.00%
08/05/2024 1.01% 0.98 CHF 0.99 CHF 60,000 60,000 60,499 60,499 59,367 CHF 59,972 CHF 99.25% 99.25%
07/05/2024 0.97% 1.03 CHF 1.04 CHF 62,000 62,000 62,300 62,300 64,200 CHF 64,823 CHF 97.17% 97.17%
06/05/2024 0.98% 1.01 CHF 1.02 CHF 62,000 62,000 62,000 62,000 63,110 CHF 63,730 CHF 98.38% 98.38%
03/05/2024 0.98% 1.03 CHF 1.04 CHF 62,000 62,000 62,000 62,000 63,214 CHF 63,834 CHF 100.00% 100.00%
02/05/2024 0.97% 1.03 CHF 1.04 CHF 62,000 62,000 62,064 62,064 63,917 CHF 64,538 CHF 99.99% 99.99%

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