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
15/05/2024 0.82% 1.26 CHF 1.27 CHF 230,000 230,000 79,996 79,996 101,191 CHF 101,995 CHF 97.39% 97.39%
14/05/2024 0.81% 1.27 CHF 1.28 CHF 230,000 230,000 80,923 80,923 103,104 CHF 103,918 CHF 98.61% 98.61%
13/05/2024 0.84% 1.22 CHF 1.23 CHF 240,000 240,000 82,616 82,616 100,301 CHF 101,130 CHF 98.00% 98.00%
10/05/2024 0.82% 1.20 CHF 1.21 CHF 240,000 240,000 80,327 80,327 100,766 CHF 101,573 CHF 98.88% 98.88%
08/05/2024 0.88% 1.27 CHF 1.28 CHF 230,000 230,000 78,512 78,512 95,256 CHF 96,045 CHF 96.94% 96.94%
07/05/2024 0.94% 1.16 CHF 1.17 CHF 240,000 240,000 83,112 83,112 91,605 CHF 92,439 CHF 98.63% 98.63%
06/05/2024 1.07% 1.04 CHF 1.05 CHF 240,000 240,000 84,156 84,156 83,100 CHF 83,945 CHF 98.75% 98.75%
03/05/2024 1.22% 0.90 CHF 0.91 CHF 260,000 260,000 87,621 87,621 75,978 CHF 76,859 CHF 98.07% 98.07%
02/05/2024 1.38% 0.81 CHF 0.82 CHF 260,000 260,000 96,863 96,863 73,763 CHF 74,736 CHF 98.62% 98.62%
30/04/2024 1.33% 0.73 CHF 0.74 CHF 270,000 270,000 98,237 98,237 75,150 CHF 76,136 CHF 99.39% 99.39%

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