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 0.73% 1.35 CHF 1.36 CHF 600,000 250,000 600,000 250,000 822,055 CHF 345,023 CHF 97.91% 97.91%
15/05/2024 0.71% 1.41 CHF 1.42 CHF 600,000 250,000 600,000 250,000 845,926 CHF 354,969 CHF 97.57% 97.57%
14/05/2024 0.73% 1.38 CHF 1.39 CHF 600,000 250,000 600,000 250,000 823,447 CHF 345,603 CHF 98.72% 98.72%
13/05/2024 0.73% 1.37 CHF 1.38 CHF 600,000 250,000 600,000 250,000 819,343 CHF 343,893 CHF 89.13% 89.13%
10/05/2024 0.72% 1.37 CHF 1.38 CHF 600,000 250,000 600,000 250,000 829,194 CHF 347,998 CHF 97.15% 97.15%
08/05/2024 0.76% 1.31 CHF 1.32 CHF 600,000 250,000 600,000 250,000 786,035 CHF 330,015 CHF 93.57% 93.57%
07/05/2024 0.76% 1.32 CHF 1.33 CHF 600,000 250,000 600,000 250,000 788,729 CHF 331,137 CHF 94.97% 94.97%
06/05/2024 0.75% 1.33 CHF 1.34 CHF 600,000 250,000 600,000 250,000 794,966 CHF 333,736 CHF 94.86% 94.86%
03/05/2024 0.76% 1.31 CHF 1.32 CHF 600,000 250,000 600,000 250,000 791,345 CHF 332,227 CHF 94.56% 94.56%
02/05/2024 0.75% 1.33 CHF 1.34 CHF 600,000 250,000 600,000 250,000 795,211 CHF 333,838 CHF 95.15% 95.15%

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