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 0.59% 1.73 CHF 1.74 CHF 75,000 75,000 75,000 75,000 127,078 CHF 127,828 CHF 99.26% 99.26%
15/05/2024 0.58% 1.68 CHF 1.69 CHF 75,000 75,000 75,000 75,000 128,906 CHF 129,656 CHF 99.38% 99.38%
14/05/2024 0.55% 1.80 CHF 1.81 CHF 75,000 75,000 75,000 75,000 135,932 CHF 136,682 CHF 99.17% 99.17%
13/05/2024 0.55% 1.85 CHF 1.86 CHF 75,000 75,000 75,000 75,000 136,868 CHF 137,618 CHF 99.39% 99.39%
10/05/2024 0.54% 1.86 CHF 1.87 CHF 75,000 75,000 75,000 75,000 139,028 CHF 139,778 CHF 99.39% 99.39%
08/05/2024 0.53% 1.89 CHF 1.90 CHF 75,000 75,000 75,000 75,000 141,717 CHF 142,467 CHF 99.39% 99.39%
07/05/2024 0.53% 1.88 CHF 1.89 CHF 75,000 75,000 75,000 75,000 141,374 CHF 142,124 CHF 99.24% 99.24%
06/05/2024 0.55% 1.83 CHF 1.84 CHF 75,000 75,000 75,000 75,000 136,660 CHF 137,410 CHF 99.21% 99.21%
03/05/2024 0.54% 1.82 CHF 1.83 CHF 75,000 75,000 75,000 75,000 137,254 CHF 138,004 CHF 99.38% 99.38%
02/05/2024 0.54% 1.85 CHF 1.86 CHF 75,000 75,000 75,000 75,000 138,756 CHF 139,506 CHF 99.38% 99.38%

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