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 0.91% 1.10 CHF 1.11 CHF 110,000 110,000 109,916 109,916 120,384 CHF 121,484 CHF 99.75% 99.75%
15/05/2024 0.89% 1.12 CHF 1.13 CHF 110,000 110,000 109,746 109,746 123,299 CHF 124,399 CHF 100.00% 100.00%
14/05/2024 0.90% 1.10 CHF 1.11 CHF 110,000 110,000 109,978 109,978 121,185 CHF 122,285 CHF 100.00% 100.00%
13/05/2024 0.99% 0.99 CHF 1.00 CHF 120,000 120,000 119,892 119,892 120,750 CHF 121,949 CHF 100.00% 100.00%
10/05/2024 1.04% 0.95 CHF 0.96 CHF 120,000 120,000 120,000 120,000 114,464 CHF 115,664 CHF 100.00% 100.00%
08/05/2024 1.15% 0.86 CHF 0.87 CHF 120,000 120,000 119,977 119,977 103,377 CHF 104,577 CHF 99.08% 99.08%
07/05/2024 1.19% 0.85 CHF 0.86 CHF 120,000 120,000 121,794 121,794 101,920 CHF 103,139 CHF 99.94% 99.94%
06/05/2024 1.26% 0.80 CHF 0.81 CHF 130,000 130,000 130,000 130,000 102,872 CHF 104,172 CHF 100.00% 100.00%
03/05/2024 1.12% 0.83 CHF 0.84 CHF 130,000 130,000 122,708 122,708 109,846 CHF 111,073 CHF 99.05% 99.05%
02/05/2024 1.05% 0.95 CHF 0.96 CHF 120,000 120,000 120,000 120,000 113,850 CHF 115,050 CHF 100.00% 100.00%

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