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
23/05/2024 1.01% 0.95 CHF 0.96 CHF 101,000 101,000 101,860 101,860 100,836 CHF 101,858 CHF 100.00% 100.00%
22/05/2024 0.96% 1.00 CHF 1.01 CHF 103,000 103,000 103,850 103,850 107,264 CHF 108,302 CHF 100.00% 100.00%
21/05/2024 0.90% 1.11 CHF 1.12 CHF 107,000 107,000 106,580 106,580 118,171 CHF 119,237 CHF 99.44% 99.44%
17/05/2024 1.02% 1.01 CHF 1.02 CHF 103,000 103,000 101,878 101,878 99,886 CHF 100,905 CHF 100.00% 100.00%
16/05/2024 1.05% 0.94 CHF 0.95 CHF 101,000 101,000 100,718 100,718 95,855 CHF 96,863 CHF 100.00% 100.00%
15/05/2024 1.01% 0.94 CHF 0.95 CHF 101,000 101,000 102,143 102,143 101,429 CHF 102,452 CHF 100.00% 100.00%
14/05/2024 0.90% 1.07 CHF 1.08 CHF 105,000 105,000 106,317 106,317 117,260 CHF 118,323 CHF 100.00% 100.00%
13/05/2024 0.81% 1.24 CHF 1.25 CHF 112,000 112,000 111,529 111,529 137,380 CHF 138,496 CHF 100.00% 100.00%
10/05/2024 0.81% 1.22 CHF 1.23 CHF 111,000 111,000 111,446 111,446 137,324 CHF 138,439 CHF 100.00% 100.00%
08/05/2024 0.80% 1.25 CHF 1.26 CHF 112,000 112,000 112,175 112,175 140,482 CHF 141,604 CHF 99.06% 99.06%

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