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 0.68% 1.46 CHF 1.47 CHF 300,000 100,000 300,000 100,000 436,687 CHF 146,562 CHF 98.91% 98.91%
15/05/2024 0.74% 1.39 CHF 1.40 CHF 300,000 100,000 300,000 100,000 406,579 CHF 136,526 CHF 99.11% 99.11%
14/05/2024 0.73% 1.35 CHF 1.36 CHF 300,000 100,000 300,000 100,000 407,679 CHF 136,893 CHF 98.73% 98.73%
13/05/2024 0.72% 1.39 CHF 1.40 CHF 300,000 100,000 300,000 100,000 417,790 CHF 140,263 CHF 95.18% 95.18%
10/05/2024 0.72% 1.38 CHF 1.39 CHF 300,000 100,000 300,000 100,000 418,076 CHF 140,359 CHF 98.92% 98.92%
08/05/2024 0.72% 1.38 CHF 1.39 CHF 300,000 100,000 300,000 100,000 414,141 CHF 139,047 CHF 98.82% 98.82%
07/05/2024 0.78% 1.33 CHF 1.34 CHF 300,000 100,000 300,000 100,000 381,133 CHF 128,044 CHF 99.15% 99.15%
06/05/2024 0.82% 1.23 CHF 1.24 CHF 300,000 100,000 300,000 100,000 363,694 CHF 122,231 CHF 98.78% 98.78%
03/05/2024 0.84% 1.20 CHF 1.21 CHF 300,000 100,000 300,000 100,000 357,611 CHF 120,204 CHF 99.06% 99.06%
02/05/2024 0.85% 1.17 CHF 1.18 CHF 300,000 100,000 300,000 100,000 350,047 CHF 117,682 CHF 99.13% 99.13%

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