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 0.81% 1.33 CHF 1.34 CHF 300,000 100,000 300,000 100,000 367,015 CHF 123,338 CHF 99.21% 99.21%
15/05/2024 0.76% 1.26 CHF 1.27 CHF 300,000 100,000 300,000 100,000 395,039 CHF 132,680 CHF 99.15% 99.15%
14/05/2024 0.71% 1.34 CHF 1.35 CHF 300,000 100,000 300,000 100,000 422,811 CHF 141,937 CHF 99.21% 99.21%
13/05/2024 0.75% 1.36 CHF 1.37 CHF 300,000 100,000 300,000 100,000 401,005 CHF 134,668 CHF 98.35% 98.35%
10/05/2024 0.79% 1.34 CHF 1.35 CHF 300,000 100,000 300,000 100,000 378,834 CHF 127,278 CHF 99.21% 99.21%
08/05/2024 0.78% 1.27 CHF 1.28 CHF 300,000 100,000 300,000 100,000 382,161 CHF 128,387 CHF 99.13% 99.13%
07/05/2024 0.87% 1.18 CHF 1.19 CHF 300,000 100,000 300,000 100,000 341,800 CHF 114,933 CHF 99.22% 99.22%
06/05/2024 0.90% 1.12 CHF 1.13 CHF 300,000 100,000 300,000 100,000 331,805 CHF 111,602 CHF 99.23% 99.23%
03/05/2024 0.85% 1.20 CHF 1.21 CHF 300,000 100,000 300,000 100,000 352,732 CHF 118,577 CHF 98.84% 98.84%
02/05/2024 0.80% 1.19 CHF 1.20 CHF 300,000 100,000 300,000 100,000 374,189 CHF 125,730 CHF 99.19% 99.19%

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