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 1.01% 1.17 CHF 1.18 CHF 200,000 200,000 179,396 179,396 208,047 CHF 210,007 CHF 98.53% 98.53%
15/05/2024 0.73% 1.36 CHF 1.37 CHF 200,000 200,000 197,708 197,708 273,357 CHF 275,340 CHF 98.94% 98.94%
14/05/2024 0.72% 1.45 CHF 1.46 CHF 200,000 200,000 192,264 192,264 283,778 CHF 285,768 CHF 99.95% 99.95%
13/05/2024 0.72% 1.36 CHF 1.37 CHF 200,000 200,000 200,000 200,000 278,525 CHF 280,525 CHF 100.00% 100.00%
10/05/2024 0.71% 1.43 CHF 1.44 CHF 200,000 200,000 200,000 200,000 282,046 CHF 284,046 CHF 100.00% 100.00%
08/05/2024 0.66% 1.51 CHF 1.52 CHF 200,000 200,000 200,000 200,000 301,175 CHF 303,175 CHF 100.00% 100.00%
07/05/2024 0.64% 1.52 CHF 1.53 CHF 200,000 200,000 200,000 200,000 311,103 CHF 313,103 CHF 98.92% 98.92%
06/05/2024 0.62% 1.59 CHF 1.60 CHF 200,000 200,000 200,000 200,000 320,178 CHF 322,178 CHF 100.00% 100.00%
03/05/2024 0.60% 1.64 CHF 1.65 CHF 200,000 200,000 200,000 200,000 334,240 CHF 336,240 CHF 98.71% 98.71%
02/05/2024 0.62% 1.71 CHF 1.72 CHF 200,000 200,000 200,000 200,000 319,655 CHF 321,655 CHF 96.19% 96.19%

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