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
22/05/2024 0.55% 1.80 CHF 1.81 CHF 450,000 100,000 450,000 100,000 813,916 CHF 181,870 CHF 99.17% 99.17%
21/05/2024 0.59% 1.82 CHF 1.83 CHF 450,000 100,000 450,000 100,000 763,387 CHF 170,642 CHF 99.07% 99.07%
17/05/2024 0.61% 1.63 CHF 1.64 CHF 450,000 100,000 450,000 100,000 734,081 CHF 164,129 CHF 99.17% 99.17%
16/05/2024 0.62% 1.64 CHF 1.65 CHF 450,000 100,000 450,000 100,000 727,681 CHF 162,707 CHF 99.17% 99.17%
15/05/2024 0.60% 1.59 CHF 1.60 CHF 450,000 100,000 450,000 100,000 746,909 CHF 166,980 CHF 94.71% 94.71%
14/05/2024 0.55% 1.86 CHF 1.87 CHF 450,000 100,000 450,000 100,000 819,792 CHF 183,176 CHF 99.16% 99.16%
13/05/2024 0.58% 1.75 CHF 1.76 CHF 450,000 100,000 450,000 100,000 778,329 CHF 173,962 CHF 98.69% 98.69%
10/05/2024 0.60% 1.68 CHF 1.69 CHF 450,000 100,000 450,000 100,000 744,339 CHF 166,409 CHF 99.17% 99.17%
08/05/2024 0.59% 1.72 CHF 1.73 CHF 450,000 100,000 450,000 100,000 758,493 CHF 169,554 CHF 99.17% 99.17%
07/05/2024 0.57% 1.73 CHF 1.74 CHF 450,000 100,000 450,000 100,000 788,597 CHF 176,244 CHF 96.56% 96.56%

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