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 0.89% 1.09 CHF 1.10 CHF 235,000 235,000 229,910 229,910 256,226 CHF 258,527 CHF 100.00% 100.00%
15/05/2024 0.87% 1.15 CHF 1.16 CHF 230,000 230,000 228,522 228,522 264,161 CHF 266,451 CHF 100.00% 100.00%
14/05/2024 0.89% 1.12 CHF 1.13 CHF 230,000 230,000 230,009 230,009 257,203 CHF 259,504 CHF 100.00% 100.00%
13/05/2024 0.90% 1.12 CHF 1.13 CHF 230,000 230,000 233,073 233,073 259,147 CHF 261,478 CHF 100.00% 100.00%
10/05/2024 0.88% 1.11 CHF 1.12 CHF 235,000 235,000 230,321 230,321 259,691 CHF 261,994 CHF 100.00% 100.00%
08/05/2024 0.94% 1.05 CHF 1.06 CHF 235,000 235,000 233,984 233,984 247,345 CHF 249,685 CHF 99.15% 99.15%
07/05/2024 0.94% 1.07 CHF 1.08 CHF 235,000 235,000 233,842 233,842 248,057 CHF 250,397 CHF 99.85% 99.85%
06/05/2024 0.93% 1.08 CHF 1.09 CHF 235,000 235,000 234,031 234,031 251,226 CHF 253,566 CHF 100.00% 100.00%
03/05/2024 0.93% 1.06 CHF 1.07 CHF 235,000 235,000 234,043 234,043 249,859 CHF 252,199 CHF 99.97% 99.97%
02/05/2024 0.93% 1.07 CHF 1.08 CHF 235,000 235,000 234,031 234,031 250,881 CHF 253,222 CHF 100.00% 100.00%

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