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 0.76% 1.32 CHF 1.33 CHF 210,000 210,000 209,063 209,063 274,356 CHF 276,448 CHF 100.00% 100.00%
15/05/2024 0.78% 1.30 CHF 1.31 CHF 210,000 210,000 208,648 208,648 268,476 CHF 270,567 CHF 100.00% 100.00%
14/05/2024 0.77% 1.28 CHF 1.29 CHF 210,000 210,000 209,308 209,308 269,282 CHF 271,376 CHF 99.99% 99.99%
13/05/2024 0.74% 1.34 CHF 1.35 CHF 215,000 215,000 214,189 214,189 287,872 CHF 290,014 CHF 100.00% 100.00%
10/05/2024 0.73% 1.38 CHF 1.39 CHF 220,000 220,000 217,858 217,858 297,988 CHF 300,166 CHF 100.00% 100.00%
08/05/2024 0.73% 1.37 CHF 1.38 CHF 220,000 220,000 219,045 219,045 300,953 CHF 303,144 CHF 99.06% 99.06%
07/05/2024 0.74% 1.35 CHF 1.36 CHF 215,000 215,000 214,429 214,429 290,382 CHF 292,526 CHF 97.86% 97.86%
06/05/2024 0.73% 1.37 CHF 1.38 CHF 220,000 220,000 218,858 218,858 299,097 CHF 301,285 CHF 100.00% 100.00%
03/05/2024 0.72% 1.39 CHF 1.40 CHF 220,000 220,000 219,538 219,538 304,866 CHF 307,062 CHF 100.00% 100.00%
02/05/2024 0.71% 1.40 CHF 1.41 CHF 220,000 220,000 221,360 221,360 311,774 CHF 313,988 CHF 100.00% 100.00%

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