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 0.57% 1.75 CHF 1.76 CHF 27,000 27,000 27,606 27,606 48,217 CHF 48,493 CHF 100.00% 100.00%
15/05/2024 0.58% 1.73 CHF 1.74 CHF 28,000 28,000 27,937 27,937 47,901 CHF 48,181 CHF 99.99% 99.99%
14/05/2024 0.60% 1.66 CHF 1.67 CHF 28,000 28,000 27,998 27,998 46,389 CHF 46,669 CHF 100.00% 100.00%
13/05/2024 0.61% 1.65 CHF 1.66 CHF 28,000 28,000 28,311 28,311 46,236 CHF 46,519 CHF 100.00% 100.00%
10/05/2024 0.65% 1.54 CHF 1.55 CHF 29,000 29,000 29,101 29,101 44,503 CHF 44,794 CHF 100.00% 100.00%
08/05/2024 0.71% 1.39 CHF 1.40 CHF 30,000 30,000 30,250 30,250 42,367 CHF 42,669 CHF 99.25% 99.25%
07/05/2024 0.77% 1.31 CHF 1.32 CHF 31,000 31,000 31,129 31,129 40,432 CHF 40,743 CHF 97.36% 97.36%
06/05/2024 0.75% 1.34 CHF 1.35 CHF 31,000 31,000 31,000 31,000 41,137 CHF 41,447 CHF 98.54% 98.54%
03/05/2024 0.75% 1.31 CHF 1.32 CHF 31,000 31,000 31,000 31,000 41,116 CHF 41,426 CHF 100.00% 100.00%
02/05/2024 0.76% 1.30 CHF 1.31 CHF 31,000 31,000 31,032 31,032 40,518 CHF 40,829 CHF 99.99% 99.99%

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