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
29/05/2024 0.63% 1.63 CHF 1.64 CHF 200,000 200,000 89,643 89,643 145,762 CHF 146,660 CHF 99.36% 99.36%
28/05/2024 0.67% 1.55 CHF 1.56 CHF 200,000 200,000 89,570 89,570 136,226 CHF 137,124 CHF 99.81% 99.81%
27/05/2024 0.66% 1.49 CHF 1.50 CHF 80,000 80,000 63,879 63,879 95,768 CHF 96,407 CHF 99.08% 99.08%
24/05/2024 0.65% 1.57 CHF 1.58 CHF 200,000 200,000 89,475 89,475 139,097 CHF 139,994 CHF 100.00% 100.00%
23/05/2024 0.67% 1.54 CHF 1.55 CHF 200,000 200,000 90,326 90,326 136,916 CHF 137,824 CHF 97.10% 97.10%
22/05/2024 0.76% 1.40 CHF 1.41 CHF 196,000 196,000 86,568 86,568 117,547 CHF 118,414 CHF 99.86% 99.86%
21/05/2024 0.80% 1.27 CHF 1.28 CHF 190,000 190,000 85,550 85,550 108,762 CHF 109,619 CHF 99.43% 99.43%
17/05/2024 0.86% 1.13 CHF 1.14 CHF 184,000 184,000 83,258 83,258 99,035 CHF 99,873 CHF 98.94% 98.94%
16/05/2024 0.71% 1.26 CHF 1.27 CHF 192,000 192,000 88,757 88,757 125,415 CHF 126,306 CHF 99.22% 99.22%
15/05/2024 0.66% 1.51 CHF 1.52 CHF 200,000 200,000 89,326 89,326 138,390 CHF 139,287 CHF 100.00% 100.00%

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