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 0.88% 1.14 CHF 1.15 CHF 110,000 110,000 109,915 109,915 124,635 CHF 125,735 CHF 99.75% 99.75%
15/05/2024 0.86% 1.16 CHF 1.17 CHF 110,000 110,000 109,742 109,742 127,462 CHF 128,562 CHF 99.99% 99.99%
14/05/2024 0.87% 1.14 CHF 1.15 CHF 110,000 110,000 109,978 109,978 125,398 CHF 126,498 CHF 100.00% 100.00%
13/05/2024 0.95% 1.03 CHF 1.04 CHF 120,000 120,000 119,892 119,892 125,294 CHF 126,493 CHF 100.00% 100.00%
10/05/2024 1.00% 0.99 CHF 1.00 CHF 120,000 120,000 120,000 120,000 118,832 CHF 120,032 CHF 100.00% 100.00%
08/05/2024 1.11% 0.90 CHF 0.91 CHF 120,000 120,000 119,976 119,976 107,956 CHF 109,156 CHF 99.08% 99.08%
07/05/2024 1.14% 0.89 CHF 0.90 CHF 120,000 120,000 121,816 121,839 106,524 CHF 107,763 CHF 99.81% 99.81%
06/05/2024 1.20% 0.84 CHF 0.85 CHF 130,000 130,000 130,000 130,000 107,790 CHF 109,090 CHF 100.00% 100.00%
03/05/2024 1.07% 0.86 CHF 0.87 CHF 130,000 130,000 122,708 122,708 114,521 CHF 115,748 CHF 99.00% 99.00%
02/05/2024 1.01% 0.99 CHF 1.00 CHF 120,000 120,000 120,000 120,000 118,442 CHF 119,642 CHF 100.00% 100.00%

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