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 0.79% 1.26 CHF 1.27 CHF 28,000 28,000 28,000 28,000 35,296 CHF 35,576 CHF 99.99% 99.99%
23/05/2024 0.81% 1.23 CHF 1.24 CHF 28,000 28,000 27,907 27,907 34,450 CHF 34,730 CHF 100.00% 100.00%
22/05/2024 0.78% 1.26 CHF 1.27 CHF 28,000 28,000 28,000 28,000 35,712 CHF 35,992 CHF 100.00% 100.00%
21/05/2024 0.79% 1.27 CHF 1.28 CHF 28,000 28,000 27,986 27,986 35,272 CHF 35,552 CHF 96.40% 96.40%
17/05/2024 0.80% 1.23 CHF 1.24 CHF 28,000 28,000 27,975 27,975 34,689 CHF 34,969 CHF 100.00% 100.00%
16/05/2024 0.82% 1.21 CHF 1.22 CHF 27,000 27,000 27,607 27,607 33,609 CHF 33,885 CHF 100.00% 100.00%
15/05/2024 0.80% 1.23 CHF 1.24 CHF 28,000 28,000 27,938 27,938 34,894 CHF 35,174 CHF 100.00% 100.00%
14/05/2024 0.76% 1.31 CHF 1.32 CHF 28,000 28,000 27,997 27,997 36,539 CHF 36,819 CHF 99.98% 99.98%
13/05/2024 0.75% 1.31 CHF 1.32 CHF 28,000 28,000 28,311 28,311 37,609 CHF 37,892 CHF 100.00% 100.00%
10/05/2024 0.70% 1.42 CHF 1.43 CHF 29,000 29,000 29,101 29,101 41,625 CHF 41,916 CHF 100.00% 100.00%

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