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 0.94% 1.06 CHF 1.07 CHF 28,000 28,000 28,000 28,000 29,696 CHF 29,976 CHF 99.99% 99.99%
23/05/2024 0.97% 1.03 CHF 1.04 CHF 28,000 28,000 27,904 27,904 28,897 CHF 29,177 CHF 100.00% 100.00%
22/05/2024 0.92% 1.06 CHF 1.07 CHF 28,000 28,000 28,000 28,000 30,161 CHF 30,441 CHF 100.00% 100.00%
21/05/2024 0.94% 1.07 CHF 1.08 CHF 28,000 28,000 27,987 27,987 29,674 CHF 29,954 CHF 96.40% 96.40%
17/05/2024 0.96% 1.03 CHF 1.04 CHF 28,000 28,000 27,975 27,975 29,117 CHF 29,397 CHF 100.00% 100.00%
16/05/2024 0.98% 1.01 CHF 1.02 CHF 27,000 27,000 27,606 27,606 28,106 CHF 28,382 CHF 100.00% 100.00%
15/05/2024 0.95% 1.03 CHF 1.04 CHF 28,000 28,000 27,938 27,938 29,307 CHF 29,587 CHF 100.00% 100.00%
14/05/2024 0.90% 1.11 CHF 1.12 CHF 28,000 28,000 27,997 27,997 30,977 CHF 31,257 CHF 99.98% 99.98%
13/05/2024 0.88% 1.11 CHF 1.12 CHF 28,000 28,000 28,311 28,311 31,984 CHF 32,267 CHF 100.00% 100.00%
10/05/2024 0.81% 1.22 CHF 1.23 CHF 29,000 29,000 29,101 29,101 35,823 CHF 36,114 CHF 100.00% 100.00%

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