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
15/05/2024 0.66% 1.52 CHF 1.53 CHF 330,000 330,000 329,234 329,234 502,817 CHF 506,117 CHF 99.74% 99.74%
14/05/2024 0.64% 1.55 CHF 1.56 CHF 330,000 330,000 338,031 338,031 528,275 CHF 531,656 CHF 100.00% 100.00%
13/05/2024 0.65% 1.52 CHF 1.53 CHF 330,000 330,000 330,000 330,000 504,970 CHF 508,270 CHF 99.88% 99.88%
10/05/2024 0.65% 1.54 CHF 1.55 CHF 330,000 330,000 330,000 330,000 507,677 CHF 510,977 CHF 100.00% 100.00%
08/05/2024 0.63% 1.58 CHF 1.59 CHF 340,000 340,000 340,000 340,000 536,070 CHF 539,470 CHF 98.62% 98.62%
07/05/2024 0.63% 1.58 CHF 1.59 CHF 340,000 340,000 339,848 339,848 541,890 CHF 545,290 CHF 99.76% 99.76%
06/05/2024 0.62% 1.61 CHF 1.62 CHF 340,000 340,000 340,583 340,583 549,311 CHF 552,717 CHF 100.00% 100.00%
03/05/2024 0.61% 1.63 CHF 1.64 CHF 350,000 350,000 348,969 348,969 572,233 CHF 575,723 CHF 99.81% 99.81%
02/05/2024 0.62% 1.66 CHF 1.67 CHF 350,000 350,000 342,900 342,900 553,394 CHF 556,823 CHF 98.59% 98.59%
30/04/2024 0.62% 1.59 CHF 1.60 CHF 340,000 340,000 339,766 339,766 543,160 CHF 546,560 CHF 100.00% 100.00%

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