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
15/05/2024 0.55% 1.77 CHF 1.78 CHF 200,000 200,000 200,000 200,000 361,308 CHF 363,308 CHF 99.48% 99.48%
14/05/2024 0.57% 1.78 CHF 1.79 CHF 200,000 200,000 200,000 200,000 351,191 CHF 353,191 CHF 99.46% 99.46%
13/05/2024 0.61% 1.68 CHF 1.69 CHF 200,000 200,000 200,000 200,000 327,028 CHF 329,028 CHF 99.53% 99.53%
10/05/2024 0.60% 1.67 CHF 1.68 CHF 200,000 200,000 200,000 200,000 330,582 CHF 332,582 CHF 98.20% 98.20%
08/05/2024 0.58% 1.67 CHF 1.68 CHF 200,000 200,000 200,000 200,000 342,462 CHF 344,462 CHF 97.52% 97.52%
07/05/2024 0.56% 1.81 CHF 1.82 CHF 200,000 200,000 200,000 200,000 353,435 CHF 355,435 CHF 97.83% 97.83%
06/05/2024 0.58% 1.70 CHF 1.71 CHF 200,000 200,000 200,000 200,000 342,980 CHF 344,980 CHF 99.19% 99.19%
03/05/2024 0.61% 1.63 CHF 1.64 CHF 200,000 200,000 200,000 200,000 324,513 CHF 326,513 CHF 99.42% 99.42%
02/05/2024 0.63% 1.58 CHF 1.59 CHF 200,000 200,000 200,000 200,000 317,712 CHF 319,712 CHF 99.44% 99.44%
30/04/2024 0.62% 1.54 CHF 1.55 CHF 200,000 200,000 200,000 200,000 323,286 CHF 325,286 CHF 85.34% 85.34%

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