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
24/05/2024 0.53% 1.92 CHF 1.93 CHF 25,000 25,000 25,000 25,000 46,870 CHF 47,120 CHF 95.01% 95.01%
23/05/2024 0.48% 1.97 CHF 1.98 CHF 25,000 25,000 25,000 25,000 52,016 CHF 52,266 CHF 99.70% 99.70%
22/05/2024 0.56% 1.97 CHF 1.98 CHF 25,000 25,000 25,000 25,000 44,442 CHF 44,692 CHF 98.56% 98.56%
21/05/2024 0.57% 1.70 CHF 1.71 CHF 25,000 25,000 25,000 25,000 43,492 CHF 43,742 CHF 99.95% 99.95%
17/05/2024 0.53% 1.87 CHF 1.88 CHF 25,000 25,000 25,000 25,000 47,340 CHF 47,590 CHF 99.67% 99.67%
16/05/2024 0.49% 1.98 CHF 1.99 CHF 25,000 25,000 25,000 25,000 51,012 CHF 51,262 CHF 99.88% 99.88%
15/05/2024 0.53% 2.00 CHF 2.01 CHF 25,000 25,000 25,000 25,000 47,516 CHF 47,766 CHF 100.00% 100.00%
14/05/2024 0.58% 1.69 CHF 1.70 CHF 25,000 25,000 25,000 25,000 42,717 CHF 42,967 CHF 65.43% 65.43%
13/05/2024 0.60% 1.71 CHF 1.72 CHF 25,000 25,000 25,000 25,000 41,813 CHF 42,063 CHF 100.00% 100.00%
10/05/2024 0.60% 1.65 CHF 1.66 CHF 25,000 25,000 25,000 25,000 41,774 CHF 42,024 CHF 100.00% 100.00%

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