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
27/05/2024 0.91% 1.17 CHF 1.18 CHF 170,000 170,000 169,891 169,891 187,221 CHF 188,921 CHF 99.14% 99.14%
24/05/2024 0.94% 1.05 CHF 1.06 CHF 170,000 170,000 170,000 170,000 179,118 CHF 180,818 CHF 100.00% 100.00%
23/05/2024 0.81% 1.08 CHF 1.09 CHF 160,000 160,000 160,000 160,000 197,548 CHF 199,148 CHF 99.94% 99.94%
22/05/2024 0.60% 1.51 CHF 1.52 CHF 160,000 160,000 160,000 160,000 268,165 CHF 269,765 CHF 100.00% 100.00%
21/05/2024 0.56% 1.86 CHF 1.87 CHF 160,000 160,000 159,826 159,826 283,867 CHF 285,467 CHF 99.99% 99.99%
17/05/2024 0.66% 1.66 CHF 1.67 CHF 160,000 160,000 160,000 160,000 242,203 CHF 243,803 CHF 100.00% 100.00%
16/05/2024 0.69% 1.40 CHF 1.41 CHF 160,000 160,000 159,765 159,765 230,437 CHF 232,037 CHF 100.00% 100.00%
15/05/2024 0.75% 1.44 CHF 1.45 CHF 170,000 170,000 169,688 169,688 226,652 CHF 228,352 CHF 99.60% 99.60%
14/05/2024 0.86% 1.20 CHF 1.21 CHF 180,000 180,000 180,000 180,000 209,301 CHF 211,101 CHF 99.69% 99.69%
13/05/2024 0.86% 1.10 CHF 1.11 CHF 170,000 170,000 170,000 170,000 196,628 CHF 198,328 CHF 99.44% 99.44%

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