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 1.08% 0.93 CHF 0.94 CHF 65,000 65,000 35,891 35,891 33,920 CHF 34,280 CHF 100.00% 100.00%
15/05/2024 1.06% 0.94 CHF 0.95 CHF 65,000 65,000 35,676 35,676 34,888 CHF 35,248 CHF 99.56% 99.56%
14/05/2024 0.99% 1.02 CHF 1.03 CHF 65,000 65,000 35,932 35,932 36,690 CHF 37,051 CHF 100.00% 100.00%
13/05/2024 0.97% 1.05 CHF 1.06 CHF 65,000 65,000 35,951 35,951 37,429 CHF 37,789 CHF 100.00% 100.00%
10/05/2024 1.05% 1.02 CHF 1.03 CHF 65,000 65,000 35,543 35,543 34,783 CHF 35,139 CHF 100.00% 100.00%
08/05/2024 0.95% 1.06 CHF 1.07 CHF 65,000 65,000 35,665 35,665 38,253 CHF 38,610 CHF 97.89% 97.89%
07/05/2024 0.93% 1.08 CHF 1.09 CHF 65,000 65,000 36,048 36,048 39,366 CHF 39,727 CHF 98.42% 98.42%
06/05/2024 0.94% 1.08 CHF 1.09 CHF 65,000 65,000 35,952 35,952 38,649 CHF 39,009 CHF 100.00% 100.00%
03/05/2024 0.92% 1.13 CHF 1.14 CHF 65,000 65,000 35,639 35,639 39,574 CHF 39,932 CHF 99.97% 99.97%
02/05/2024 0.89% 1.12 CHF 1.13 CHF 65,000 65,000 24,158 24,158 27,528 CHF 27,770 CHF 100.00% 100.00%

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