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 0.63% 1.58 CHF 1.59 CHF 250,000 100,000 250,000 100,000 397,329 CHF 159,931 CHF 99.38% 99.38%
15/05/2024 0.63% 1.58 CHF 1.59 CHF 250,000 100,000 250,000 100,000 395,656 CHF 159,262 CHF 98.26% 98.26%
14/05/2024 0.63% 1.56 CHF 1.57 CHF 250,000 100,000 250,000 100,000 398,236 CHF 160,294 CHF 99.37% 99.37%
13/05/2024 0.62% 1.58 CHF 1.59 CHF 250,000 100,000 250,000 100,000 404,801 CHF 162,920 CHF 98.85% 98.85%
10/05/2024 0.60% 1.64 CHF 1.65 CHF 250,000 100,000 250,000 100,000 413,157 CHF 166,263 CHF 99.22% 99.22%
08/05/2024 0.58% 1.66 CHF 1.67 CHF 250,000 100,000 250,000 100,000 428,718 CHF 172,487 CHF 99.34% 99.34%
07/05/2024 0.52% 1.90 CHF 1.91 CHF 250,000 100,000 250,000 100,000 479,508 CHF 192,803 CHF 97.84% 97.84%
06/05/2024 0.51% 1.94 CHF 1.95 CHF 250,000 100,000 250,000 100,000 489,479 CHF 196,792 CHF 99.38% 99.38%
03/05/2024 0.53% 1.89 CHF 1.90 CHF 250,000 100,000 250,000 100,000 466,386 CHF 187,554 CHF 99.28% 99.28%
02/05/2024 0.54% 1.86 CHF 1.87 CHF 250,000 100,000 250,000 100,000 465,917 CHF 187,367 CHF 98.75% 98.75%

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