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 0.83% 1.19 CHF 1.20 CHF 300,000 100,000 300,000 100,000 361,963 CHF 121,654 CHF 91.23% 91.23%
28/05/2024 0.81% 1.23 CHF 1.24 CHF 300,000 100,000 300,000 100,000 367,115 CHF 123,372 CHF 93.79% 93.79%
27/05/2024 0.81% 1.23 CHF 1.24 CHF 300,000 100,000 300,000 100,000 368,455 CHF 123,818 CHF 87.59% 87.59%
24/05/2024 0.83% 1.20 CHF 1.21 CHF 300,000 100,000 300,000 100,000 359,841 CHF 120,947 CHF 97.81% 97.81%
23/05/2024 0.90% 1.14 CHF 1.15 CHF 300,000 100,000 300,000 100,000 333,397 CHF 112,132 CHF 91.15% 91.15%
22/05/2024 0.93% 1.08 CHF 1.09 CHF 300,000 100,000 300,000 100,000 321,241 CHF 108,080 CHF 92.95% 92.95%
21/05/2024 0.94% 1.06 CHF 1.07 CHF 300,000 100,000 300,000 100,000 317,036 CHF 106,679 CHF 86.54% 86.54%
17/05/2024 0.89% 1.10 CHF 1.11 CHF 300,000 100,000 300,000 100,000 333,986 CHF 112,329 CHF 94.37% 94.37%
16/05/2024 0.86% 1.16 CHF 1.17 CHF 300,000 100,000 300,000 100,000 348,890 CHF 117,296 CHF 91.78% 91.78%
15/05/2024 0.85% 1.18 CHF 1.19 CHF 300,000 100,000 300,000 100,000 351,213 CHF 118,071 CHF 95.41% 95.41%

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