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 1.50% 0.65 CHF 0.66 CHF 101,000 101,000 100,718 100,718 66,728 CHF 67,737 CHF 100.00% 100.00%
15/05/2024 1.42% 0.65 CHF 0.66 CHF 101,000 101,000 102,143 102,143 71,887 CHF 72,910 CHF 100.00% 100.00%
14/05/2024 1.22% 0.78 CHF 0.79 CHF 105,000 105,000 106,317 106,317 86,505 CHF 87,568 CHF 100.00% 100.00%
13/05/2024 1.06% 0.95 CHF 0.96 CHF 112,000 112,000 111,529 111,529 105,123 CHF 106,239 CHF 100.00% 100.00%
10/05/2024 1.06% 0.93 CHF 0.94 CHF 111,000 111,000 111,446 111,446 105,072 CHF 106,186 CHF 100.00% 100.00%
08/05/2024 1.03% 0.96 CHF 0.97 CHF 112,000 112,000 112,175 112,175 108,040 CHF 109,162 CHF 99.06% 99.06%
07/05/2024 1.01% 0.96 CHF 0.97 CHF 112,000 112,000 113,160 113,160 111,560 CHF 112,692 CHF 99.60% 99.60%
06/05/2024 0.98% 1.01 CHF 1.02 CHF 114,000 114,000 114,798 114,798 117,012 CHF 118,160 CHF 100.00% 100.00%
03/05/2024 0.99% 1.00 CHF 1.01 CHF 114,000 114,000 113,848 113,848 113,877 CHF 115,015 CHF 99.99% 99.99%
02/05/2024 0.95% 1.04 CHF 1.05 CHF 116,000 116,000 116,185 116,185 122,304 CHF 123,466 CHF 100.00% 100.00%

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