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 0.68% 1.73 CHF 1.74 CHF 200,000 200,000 179,396 179,396 308,447 CHF 310,411 CHF 98.53% 98.53%
15/05/2024 0.52% 1.92 CHF 1.93 CHF 200,000 200,000 197,708 197,708 383,833 CHF 385,816 CHF 98.94% 98.94%
14/05/2024 0.52% 2.01 CHF 2.02 CHF 200,000 200,000 192,267 192,267 391,049 CHF 393,043 CHF 100.00% 100.00%
13/05/2024 0.51% 1.92 CHF 1.93 CHF 200,000 200,000 200,000 200,000 390,064 CHF 392,064 CHF 100.00% 100.00%
10/05/2024 0.51% 1.99 CHF 2.00 CHF 200,000 200,000 200,000 200,000 394,007 CHF 396,007 CHF 100.00% 100.00%
08/05/2024 0.48% 2.07 CHF 2.08 CHF 200,000 200,000 200,000 200,000 413,161 CHF 415,161 CHF 100.00% 100.00%
07/05/2024 0.47% 2.08 CHF 2.09 CHF 200,000 200,000 200,000 200,000 423,073 CHF 425,073 CHF 98.92% 98.92%
06/05/2024 0.46% 2.15 CHF 2.16 CHF 200,000 200,000 200,000 200,000 432,178 CHF 434,178 CHF 100.00% 100.00%
03/05/2024 0.45% 2.19 CHF 2.20 CHF 200,000 200,000 200,000 200,000 445,821 CHF 447,821 CHF 98.69% 98.69%
02/05/2024 0.46% 2.27 CHF 2.28 CHF 200,000 200,000 200,000 200,000 431,523 CHF 433,523 CHF 96.19% 96.19%

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