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 1.89% 0.55 CHF 0.56 CHF 130,000 130,000 67,138 67,138 36,125 CHF 36,798 CHF 100.00% 100.00%
21/05/2024 1.96% 0.51 CHF 0.52 CHF 120,000 120,000 66,158 66,158 34,210 CHF 34,873 CHF 99.51% 99.51%
17/05/2024 1.89% 0.52 CHF 0.53 CHF 120,000 120,000 69,066 69,066 36,843 CHF 37,535 CHF 99.89% 99.89%
16/05/2024 1.84% 0.54 CHF 0.55 CHF 130,000 130,000 71,548 71,548 39,387 CHF 40,105 CHF 100.00% 100.00%
15/05/2024 1.82% 0.55 CHF 0.56 CHF 130,000 130,000 71,123 71,123 40,270 CHF 40,988 CHF 99.56% 99.56%
14/05/2024 1.72% 0.59 CHF 0.60 CHF 130,000 130,000 71,622 71,622 42,079 CHF 42,796 CHF 100.00% 100.00%
13/05/2024 1.69% 0.60 CHF 0.61 CHF 130,000 130,000 71,663 71,663 42,835 CHF 43,553 CHF 100.00% 100.00%
10/05/2024 1.80% 0.59 CHF 0.60 CHF 130,000 130,000 70,855 70,855 40,153 CHF 40,863 CHF 100.00% 100.00%
08/05/2024 1.65% 0.61 CHF 0.62 CHF 130,000 130,000 71,094 71,094 43,622 CHF 44,334 CHF 97.89% 97.89%
07/05/2024 1.62% 0.62 CHF 0.63 CHF 130,000 130,000 71,882 71,882 44,899 CHF 45,620 CHF 98.36% 98.36%

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