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 1.22% 99.80 % 100.60 % 100,000 100,000 53,064 53,064 52,841 CHF 53,476 CHF 64.69% 64.69%
15/05/2024 0.86% 99.55 % 100.80 % 50,000 50,000 92,676 92,676 92,472 CHF 93,247 CHF 70.15% 70.15%
14/05/2024 0.75% 99.85 % 100.60 % 100,000 100,000 100,000 100,000 99,850 CHF 100,600 CHF 87.63% 87.63%
13/05/2024 0.75% 99.85 % 100.60 % 100,000 100,000 100,000 100,000 99,850 CHF 100,600 CHF 86.70% 86.70%
10/05/2024 0.75% 99.85 % 100.60 % 100,000 100,000 100,000 100,000 99,850 CHF 100,600 CHF 98.37% 98.37%
08/05/2024 0.70% 99.90 % 100.60 % 100,000 100,000 100,000 100,000 99,900 CHF 100,600 CHF 97.15% 97.15%
07/05/2024 0.70% 99.90 % 100.60 % 100,000 100,000 100,000 100,000 99,900 CHF 100,600 CHF 67.40% 67.40%
06/05/2024 0.80% 99.90 % 100.70 % 100,000 100,000 100,000 100,000 99,900 CHF 100,700 CHF 93.44% 93.44%
03/05/2024 0.75% 99.95 % 100.70 % 100,000 100,000 100,000 100,000 99,950 CHF 100,700 CHF 75.65% 75.65%
02/05/2024 0.75% 99.95 % 100.70 % 100,000 100,000 100,000 100,000 99,950 CHF 100,700 CHF 91.62% 91.62%

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