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 0.67% 1.50 CHF 1.51 CHF 55,000 55,000 55,000 55,000 81,372 CHF 81,922 CHF 99.82% 99.82%
15/05/2024 0.66% 1.45 CHF 1.46 CHF 55,000 55,000 55,000 55,000 83,599 CHF 84,149 CHF 99.27% 99.27%
14/05/2024 0.59% 1.72 CHF 1.73 CHF 55,000 55,000 55,000 55,000 92,607 CHF 93,157 CHF 98.99% 98.99%
13/05/2024 0.63% 1.61 CHF 1.62 CHF 55,000 55,000 55,000 55,000 87,527 CHF 88,077 CHF 100.00% 100.00%
10/05/2024 0.66% 1.54 CHF 1.55 CHF 55,000 55,000 55,000 55,000 83,343 CHF 83,893 CHF 100.00% 100.00%
08/05/2024 0.64% 1.58 CHF 1.59 CHF 55,000 55,000 55,000 55,000 85,033 CHF 85,583 CHF 99.98% 99.98%
07/05/2024 0.62% 1.59 CHF 1.60 CHF 55,000 55,000 55,000 55,000 88,725 CHF 89,275 CHF 99.79% 99.79%
06/05/2024 0.62% 1.64 CHF 1.65 CHF 55,000 55,000 55,000 55,000 88,461 CHF 89,011 CHF 99.78% 99.78%
03/05/2024 0.62% 1.60 CHF 1.61 CHF 55,000 55,000 55,000 55,000 88,587 CHF 89,137 CHF 99.98% 99.98%
02/05/2024 0.61% 1.68 CHF 1.69 CHF 55,000 55,000 55,000 55,000 90,133 CHF 90,683 CHF 99.99% 99.99%

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