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 0.68% 1.41 CHF 1.42 CHF 290,000 290,000 283,923 283,923 416,326 CHF 419,170 CHF 99.42% 99.42%
15/05/2024 0.61% 1.65 CHF 1.66 CHF 270,000 270,000 272,039 272,039 443,644 CHF 446,370 CHF 99.99% 99.99%
14/05/2024 0.62% 1.61 CHF 1.62 CHF 275,000 275,000 273,788 273,788 442,718 CHF 445,456 CHF 100.00% 100.00%
13/05/2024 0.60% 1.66 CHF 1.67 CHF 270,000 270,000 268,885 268,885 445,089 CHF 447,778 CHF 99.83% 99.83%
10/05/2024 0.61% 1.65 CHF 1.66 CHF 270,000 270,000 272,374 272,374 446,437 CHF 449,160 CHF 100.00% 100.00%
08/05/2024 0.65% 1.52 CHF 1.53 CHF 280,000 280,000 280,426 280,426 428,663 CHF 431,467 CHF 98.93% 98.93%
07/05/2024 0.69% 1.51 CHF 1.52 CHF 285,000 285,000 286,405 286,405 416,219 CHF 419,086 CHF 99.89% 99.89%
06/05/2024 0.68% 1.48 CHF 1.49 CHF 285,000 285,000 285,201 285,201 418,174 CHF 421,026 CHF 100.00% 100.00%
03/05/2024 0.70% 1.44 CHF 1.45 CHF 290,000 290,000 289,634 289,634 412,355 CHF 415,252 CHF 100.00% 100.00%
02/05/2024 0.71% 1.41 CHF 1.42 CHF 290,000 290,000 291,218 291,218 407,861 CHF 410,773 CHF 98.55% 98.55%

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