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 1.25% 80.20 % 81.20 % 100,000 100,000 100,000 100,000 79,457 CHF 80,457 CHF 99.75% 99.75%
15/05/2024 1.29% 77.70 % 78.70 % 100,000 100,000 100,000 100,000 77,065 CHF 78,065 CHF 99.56% 99.56%
14/05/2024 1.27% 78.70 % 79.70 % 100,000 100,000 100,000 100,000 78,291 CHF 79,291 CHF 65.34% 65.34%
13/05/2024 1.30% 76.15 % 77.15 % 100,000 100,000 100,000 100,000 76,516 CHF 77,516 CHF 96.73% 96.73%
10/05/2024 1.30% 73.85 % 74.85 % 100,000 100,000 100,000 100,000 76,658 CHF 77,658 CHF 99.88% 99.88%
08/05/2024 1.32% 75.60 % 76.60 % 100,000 100,000 100,000 100,000 75,241 CHF 76,241 CHF 99.60% 99.60%
07/05/2024 1.34% 74.25 % 75.25 % 100,000 100,000 100,000 100,000 73,948 CHF 74,948 CHF 99.66% 99.66%
06/05/2024 1.33% 74.05 % 75.05 % 100,000 100,000 100,000 100,000 74,822 CHF 75,822 CHF 90.15% 90.15%
03/05/2024 1.28% 75.50 % 76.50 % 100,000 100,000 100,000 100,000 77,507 CHF 78,507 CHF 93.19% 93.19%
02/05/2024 1.39% 71.45 % 72.45 % 100,000 100,000 100,000 100,000 71,630 CHF 72,630 CHF 11.88% 11.88%

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