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 0.82% 1.39 CHF 1.40 CHF 200,000 200,000 179,396 179,396 248,001 CHF 249,935 CHF 98.53% 98.53%
15/05/2024 0.63% 1.59 CHF 1.60 CHF 200,000 200,000 197,708 197,708 317,318 CHF 319,307 CHF 98.94% 98.94%
14/05/2024 0.63% 1.68 CHF 1.69 CHF 200,000 200,000 192,267 192,267 326,596 CHF 328,588 CHF 99.99% 99.99%
13/05/2024 0.62% 1.59 CHF 1.60 CHF 200,000 200,000 200,000 200,000 322,950 CHF 324,950 CHF 100.00% 100.00%
10/05/2024 0.61% 1.65 CHF 1.66 CHF 200,000 200,000 200,000 200,000 326,549 CHF 328,549 CHF 100.00% 100.00%
08/05/2024 0.58% 1.73 CHF 1.74 CHF 200,000 200,000 200,000 200,000 345,641 CHF 347,641 CHF 100.00% 100.00%
07/05/2024 0.56% 1.74 CHF 1.75 CHF 200,000 200,000 200,000 200,000 355,515 CHF 357,515 CHF 98.92% 98.92%
06/05/2024 0.55% 1.81 CHF 1.82 CHF 200,000 200,000 200,000 200,000 365,151 CHF 367,151 CHF 100.00% 100.00%
03/05/2024 0.53% 1.86 CHF 1.87 CHF 200,000 200,000 200,000 200,000 378,678 CHF 380,678 CHF 98.71% 98.71%
02/05/2024 0.55% 1.94 CHF 1.95 CHF 200,000 200,000 200,000 200,000 364,180 CHF 366,180 CHF 96.19% 96.19%

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