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
29/05/2024 1.14% 1.65 CHF 1.66 CHF 88,800 88,800 34,931 34,931 55,917 CHF 56,423 CHF 99.85% 99.85%
28/05/2024 2.12% 1.51 CHF 1.52 CHF 85,000 85,000 21,015 21,015 31,478 CHF 31,741 CHF 99.78% 99.78%
27/05/2024 1.30% 1.50 CHF 1.52 CHF 25,500 25,500 20,481 20,481 31,180 CHF 31,590 CHF 99.21% 99.21%
24/05/2024 1.14% 1.52 CHF 1.53 CHF 81,000 81,000 32,741 32,741 50,796 CHF 51,274 CHF 100.00% 100.00%
23/05/2024 1.26% 1.54 CHF 1.55 CHF 91,800 91,800 36,412 36,412 53,722 CHF 54,251 CHF 99.76% 99.76%
22/05/2024 1.17% 1.44 CHF 1.45 CHF 83,900 83,900 33,330 33,330 49,633 CHF 50,117 CHF 100.00% 100.00%
21/05/2024 1.15% 1.56 CHF 1.57 CHF 87,500 87,500 34,806 34,806 54,736 CHF 55,240 CHF 99.44% 99.44%
17/05/2024 1.06% 1.65 CHF 1.66 CHF 78,400 78,400 30,971 30,971 51,722 CHF 52,171 CHF 100.00% 100.00%
16/05/2024 1.06% 1.67 CHF 1.68 CHF 79,600 79,600 31,954 31,954 53,966 CHF 54,432 CHF 100.00% 100.00%
15/05/2024 1.29% 1.72 CHF 1.73 CHF 73,200 73,200 27,146 27,146 48,111 CHF 48,555 CHF 100.00% 100.00%

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