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 0.92% 1.09 CHF 1.10 CHF 320,000 320,000 319,652 319,652 348,094 CHF 351,293 CHF 100.00% 100.00%
15/05/2024 0.85% 1.17 CHF 1.18 CHF 330,000 330,000 329,244 329,244 388,049 CHF 391,349 CHF 99.96% 99.96%
14/05/2024 0.82% 1.21 CHF 1.22 CHF 330,000 330,000 338,036 338,036 410,934 CHF 414,315 CHF 100.00% 100.00%
13/05/2024 0.84% 1.17 CHF 1.18 CHF 330,000 330,000 330,000 330,000 389,959 CHF 393,259 CHF 99.86% 99.86%
10/05/2024 0.84% 1.20 CHF 1.21 CHF 330,000 330,000 330,000 330,000 392,744 CHF 396,044 CHF 100.00% 100.00%
08/05/2024 0.81% 1.23 CHF 1.24 CHF 340,000 340,000 340,000 340,000 417,527 CHF 420,927 CHF 98.62% 98.62%
07/05/2024 0.80% 1.23 CHF 1.24 CHF 340,000 340,000 339,849 339,849 423,813 CHF 427,213 CHF 99.75% 99.75%
06/05/2024 0.79% 1.26 CHF 1.27 CHF 340,000 340,000 340,583 340,583 430,498 CHF 433,904 CHF 100.00% 100.00%
03/05/2024 0.77% 1.28 CHF 1.29 CHF 350,000 350,000 348,984 348,984 450,898 CHF 454,387 CHF 99.73% 99.73%
02/05/2024 0.79% 1.31 CHF 1.32 CHF 350,000 350,000 342,899 342,899 433,855 CHF 437,284 CHF 98.55% 98.55%

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