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
29/05/2024 1.02% 1.01 CHF 1.02 CHF 405,000 405,000 181,202 181,202 180,103 CHF 181,918 CHF 99.86% 99.86%
28/05/2024 1.30% 0.98 CHF 0.99 CHF 400,000 400,000 168,191 168,191 166,317 CHF 168,030 CHF 100.00% 100.00%
27/05/2024 1.00% 1.00 CHF 1.01 CHF 162,000 162,000 128,674 128,674 128,426 CHF 129,714 CHF 99.28% 99.28%
24/05/2024 1.01% 1.00 CHF 1.01 CHF 405,000 405,000 181,577 181,577 182,822 CHF 184,641 CHF 99.99% 99.99%
23/05/2024 1.05% 1.00 CHF 1.01 CHF 405,000 405,000 179,166 179,166 176,594 CHF 178,395 CHF 99.89% 99.89%
22/05/2024 1.05% 0.96 CHF 0.97 CHF 395,000 395,000 178,195 178,195 172,443 CHF 174,228 CHF 100.00% 100.00%
21/05/2024 1.05% 0.96 CHF 0.97 CHF 400,000 400,000 179,349 179,349 173,026 CHF 174,823 CHF 99.34% 99.34%
17/05/2024 1.06% 0.96 CHF 0.97 CHF 400,000 400,000 178,864 178,864 171,241 CHF 173,033 CHF 99.90% 99.90%
16/05/2024 1.06% 0.95 CHF 0.96 CHF 400,000 400,000 180,152 180,152 172,319 CHF 174,127 CHF 100.00% 100.00%
15/05/2024 1.10% 0.98 CHF 0.99 CHF 410,000 410,000 178,168 178,168 167,714 CHF 169,502 CHF 100.00% 100.00%

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