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 1.01% 1.00 CHF 1.01 CHF 600,000 200,000 600,000 200,000 589,676 CHF 198,559 CHF 89.27% 89.27%
15/05/2024 1.00% 0.98 CHF 0.99 CHF 600,000 200,000 600,000 200,000 595,272 CHF 200,424 CHF 92.06% 92.06%
14/05/2024 0.97% 1.02 CHF 1.03 CHF 600,000 200,000 600,000 200,000 618,084 CHF 208,028 CHF 85.33% 85.33%
13/05/2024 0.96% 1.04 CHF 1.05 CHF 600,000 200,000 600,000 200,000 620,088 CHF 208,696 CHF 74.68% 74.68%
10/05/2024 0.95% 1.05 CHF 1.06 CHF 600,000 200,000 600,000 200,000 627,206 CHF 211,069 CHF 85.10% 85.10%
08/05/2024 0.94% 1.06 CHF 1.07 CHF 600,000 200,000 600,000 200,000 635,027 CHF 213,676 CHF 84.48% 84.48%
07/05/2024 0.94% 1.06 CHF 1.07 CHF 600,000 200,000 600,000 200,000 634,594 CHF 213,531 CHF 94.82% 94.82%
06/05/2024 0.97% 1.04 CHF 1.05 CHF 600,000 200,000 600,000 200,000 618,468 CHF 208,156 CHF 81.95% 81.95%
03/05/2024 0.96% 1.03 CHF 1.04 CHF 600,000 200,000 600,000 200,000 621,193 CHF 209,064 CHF 96.30% 96.30%
02/05/2024 0.96% 1.04 CHF 1.05 CHF 600,000 200,000 600,000 200,000 625,138 CHF 210,379 CHF 97.44% 97.44%

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