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
27/05/2024 0.56% 1.81 CHF 1.82 CHF 108,000 108,000 107,326 107,326 192,849 CHF 193,924 CHF 99.43% 99.43%
24/05/2024 0.57% 1.78 CHF 1.79 CHF 108,000 108,000 107,803 107,803 190,052 CHF 191,130 CHF 100.00% 100.00%
23/05/2024 0.56% 1.77 CHF 1.78 CHF 108,000 108,000 107,212 107,212 191,762 CHF 192,838 CHF 100.00% 100.00%
22/05/2024 0.56% 1.78 CHF 1.79 CHF 108,000 108,000 107,574 107,574 191,190 CHF 192,265 CHF 100.00% 100.00%
21/05/2024 0.54% 1.87 CHF 1.88 CHF 106,000 106,000 106,397 106,397 197,018 CHF 198,083 CHF 100.00% 100.00%
17/05/2024 0.51% 1.94 CHF 1.95 CHF 106,000 106,000 105,552 105,552 204,467 CHF 205,523 CHF 100.00% 100.00%
16/05/2024 0.51% 1.95 CHF 1.96 CHF 106,000 106,000 104,193 104,193 205,107 CHF 206,150 CHF 100.00% 100.00%
15/05/2024 0.49% 2.01 CHF 2.02 CHF 98,000 98,000 97,606 97,606 197,852 CHF 198,831 CHF 100.00% 100.00%
14/05/2024 0.48% 2.06 CHF 2.07 CHF 98,000 98,000 97,569 97,569 201,331 CHF 202,307 CHF 100.00% 100.00%
13/05/2024 0.50% 2.02 CHF 2.03 CHF 98,000 98,000 99,571 99,571 196,897 CHF 197,893 CHF 100.00% 100.00%

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