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
23/05/2024 1.04% 0.95 CHF 0.96 CHF 230,000 230,000 228,473 228,473 220,638 CHF 222,931 CHF 99.99% 99.99%
22/05/2024 0.99% 1.01 CHF 1.02 CHF 230,000 230,000 229,052 229,052 230,453 CHF 232,743 CHF 100.00% 100.00%
21/05/2024 0.98% 1.03 CHF 1.04 CHF 230,000 230,000 228,663 228,663 233,651 CHF 235,941 CHF 100.00% 100.00%
17/05/2024 1.01% 1.01 CHF 1.02 CHF 230,000 230,000 229,056 229,056 225,284 CHF 227,574 CHF 99.33% 99.33%
16/05/2024 1.01% 0.95 CHF 0.96 CHF 235,000 235,000 229,911 229,911 225,896 CHF 228,197 CHF 100.00% 100.00%
15/05/2024 0.98% 1.02 CHF 1.03 CHF 230,000 230,000 228,524 228,524 233,868 CHF 236,159 CHF 100.00% 100.00%
14/05/2024 1.01% 0.99 CHF 1.00 CHF 230,000 230,000 230,003 230,003 226,568 CHF 228,869 CHF 100.00% 100.00%
13/05/2024 1.01% 0.99 CHF 1.00 CHF 230,000 230,000 233,073 233,073 228,624 CHF 230,955 CHF 100.00% 100.00%
10/05/2024 1.00% 0.98 CHF 0.99 CHF 235,000 235,000 230,319 230,319 229,553 CHF 231,856 CHF 100.00% 100.00%
08/05/2024 1.08% 0.92 CHF 0.93 CHF 235,000 235,000 233,980 233,980 216,255 CHF 218,595 CHF 99.14% 99.14%

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