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 0.82% 1.20 CHF 1.21 CHF 300,000 100,000 300,000 100,000 364,463 CHF 122,488 CHF 99.14% 99.14%
15/05/2024 0.80% 1.21 CHF 1.22 CHF 300,000 100,000 300,000 100,000 374,093 CHF 125,698 CHF 99.33% 99.33%
14/05/2024 0.77% 1.29 CHF 1.30 CHF 300,000 100,000 300,000 100,000 388,151 CHF 130,384 CHF 93.82% 93.82%
13/05/2024 0.75% 1.32 CHF 1.33 CHF 300,000 100,000 300,000 100,000 396,103 CHF 133,034 CHF 98.39% 98.39%
10/05/2024 0.80% 1.29 CHF 1.30 CHF 300,000 100,000 300,000 100,000 373,060 CHF 125,353 CHF 99.36% 99.36%
08/05/2024 0.74% 1.34 CHF 1.35 CHF 300,000 100,000 300,000 100,000 404,455 CHF 135,818 CHF 95.15% 95.15%
07/05/2024 0.73% 1.35 CHF 1.36 CHF 300,000 100,000 300,000 100,000 409,712 CHF 137,571 CHF 98.57% 98.57%
06/05/2024 0.74% 1.35 CHF 1.36 CHF 300,000 100,000 300,000 100,000 403,699 CHF 135,566 CHF 98.61% 98.61%
03/05/2024 0.72% 1.40 CHF 1.41 CHF 300,000 100,000 300,000 100,000 414,082 CHF 139,027 CHF 98.78% 98.78%
02/05/2024 0.70% 1.39 CHF 1.40 CHF 300,000 100,000 300,000 100,000 424,760 CHF 142,587 CHF 99.36% 99.36%

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