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 0.58% 1.69 CHF 1.70 CHF 112,000 112,000 50,399 50,399 87,352 CHF 87,858 CHF 100.00% 100.00%
15/05/2024 0.63% 1.81 CHF 1.82 CHF 129,300 129,300 56,207 56,207 94,338 CHF 94,903 CHF 100.00% 100.00%
14/05/2024 0.64% 1.60 CHF 1.61 CHF 125,900 125,900 56,203 56,203 89,832 CHF 90,395 CHF 99.67% 99.67%
13/05/2024 0.65% 1.56 CHF 1.57 CHF 125,900 125,900 56,376 56,376 88,250 CHF 88,815 CHF 100.00% 100.00%
10/05/2024 0.65% 1.58 CHF 1.59 CHF 126,000 126,000 56,425 56,425 88,276 CHF 88,841 CHF 99.88% 99.88%
08/05/2024 0.64% 1.56 CHF 1.57 CHF 123,800 123,800 40,971 40,971 64,896 CHF 65,306 CHF 97.41% 97.41%
07/05/2024 0.78% 1.60 CHF 1.61 CHF 191,300 191,300 65,959 65,959 95,036 CHF 95,696 CHF 96.86% 96.86%
06/05/2024 0.82% 1.18 CHF 1.19 CHF 153,700 153,700 68,653 68,653 83,826 CHF 84,513 CHF 100.00% 100.00%
03/05/2024 0.77% 1.31 CHF 1.32 CHF 148,800 148,800 60,671 60,671 79,685 CHF 80,293 CHF 99.97% 99.97%
02/05/2024 0.72% 1.38 CHF 1.39 CHF 134,700 134,700 61,124 61,124 86,470 CHF 87,083 CHF 99.99% 99.99%

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