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 0.94% 1.07 CHF 1.08 CHF 210,000 210,000 209,063 209,063 222,751 CHF 224,844 CHF 100.00% 100.00%
15/05/2024 0.96% 1.06 CHF 1.07 CHF 210,000 210,000 208,645 208,645 217,064 CHF 219,155 CHF 100.00% 100.00%
14/05/2024 0.96% 1.03 CHF 1.04 CHF 210,000 210,000 209,308 209,308 217,522 CHF 219,616 CHF 100.00% 100.00%
13/05/2024 0.91% 1.09 CHF 1.10 CHF 215,000 215,000 214,189 214,189 235,067 CHF 237,209 CHF 100.00% 100.00%
10/05/2024 0.89% 1.13 CHF 1.14 CHF 220,000 220,000 217,858 217,858 244,019 CHF 246,197 CHF 100.00% 100.00%
08/05/2024 0.88% 1.12 CHF 1.13 CHF 220,000 220,000 219,045 219,045 246,720 CHF 248,911 CHF 99.06% 99.06%
07/05/2024 0.90% 1.10 CHF 1.11 CHF 215,000 215,000 214,430 214,430 237,346 CHF 239,490 CHF 97.85% 97.85%
06/05/2024 0.89% 1.12 CHF 1.13 CHF 220,000 220,000 218,858 218,858 244,969 CHF 247,157 CHF 100.00% 100.00%
03/05/2024 0.87% 1.14 CHF 1.15 CHF 220,000 220,000 219,538 219,538 250,737 CHF 252,933 CHF 100.00% 100.00%
02/05/2024 0.86% 1.16 CHF 1.17 CHF 220,000 220,000 221,362 221,362 257,179 CHF 259,393 CHF 100.00% 100.00%

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