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
23/05/2024 0.65% 1.53 CHF 1.54 CHF 230,000 230,000 228,451 228,451 353,250 CHF 355,543 CHF 100.00% 100.00%
22/05/2024 0.63% 1.59 CHF 1.60 CHF 230,000 230,000 229,052 229,052 363,366 CHF 365,656 CHF 100.00% 100.00%
21/05/2024 0.63% 1.60 CHF 1.61 CHF 230,000 230,000 228,669 228,669 365,450 CHF 367,739 CHF 99.99% 99.99%
17/05/2024 0.64% 1.58 CHF 1.59 CHF 230,000 230,000 229,056 229,056 357,670 CHF 359,960 CHF 99.33% 99.33%
16/05/2024 0.64% 1.53 CHF 1.54 CHF 235,000 235,000 229,914 229,914 357,814 CHF 360,115 CHF 100.00% 100.00%
15/05/2024 0.63% 1.59 CHF 1.60 CHF 230,000 230,000 228,528 228,528 364,592 CHF 366,882 CHF 100.00% 100.00%
14/05/2024 0.64% 1.56 CHF 1.57 CHF 230,000 230,000 230,035 230,035 358,619 CHF 360,920 CHF 100.00% 100.00%
13/05/2024 0.64% 1.56 CHF 1.57 CHF 230,000 230,000 233,073 233,073 361,715 CHF 364,046 CHF 100.00% 100.00%
10/05/2024 0.64% 1.55 CHF 1.56 CHF 235,000 235,000 230,320 230,320 360,975 CHF 363,278 CHF 100.00% 100.00%
08/05/2024 0.67% 1.49 CHF 1.50 CHF 235,000 235,000 233,981 233,981 349,713 CHF 352,054 CHF 99.15% 99.15%

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