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 0.69% 1.49 CHF 1.50 CHF 36,800 36,800 36,917 36,917 53,246 CHF 53,615 CHF 100.00% 100.00%
15/05/2024 0.66% 1.43 CHF 1.44 CHF 33,100 33,100 32,764 32,764 49,672 CHF 50,000 CHF 100.00% 100.00%
14/05/2024 0.64% 1.65 CHF 1.66 CHF 35,300 35,300 36,024 36,024 56,711 CHF 57,072 CHF 100.00% 100.00%
13/05/2024 0.76% 1.40 CHF 1.41 CHF 38,700 38,700 39,295 39,295 51,734 CHF 52,127 CHF 100.00% 100.00%
10/05/2024 0.73% 1.32 CHF 1.33 CHF 39,300 39,300 38,777 38,777 53,000 CHF 53,387 CHF 100.00% 100.00%
08/05/2024 0.74% 1.34 CHF 1.35 CHF 39,900 39,900 39,900 39,900 53,648 CHF 54,047 CHF 99.00% 99.00%
07/05/2024 0.76% 1.32 CHF 1.33 CHF 39,900 39,900 39,914 39,914 52,658 CHF 53,057 CHF 97.66% 97.66%
06/05/2024 0.78% 1.30 CHF 1.31 CHF 41,400 41,400 41,764 41,764 53,225 CHF 53,643 CHF 100.00% 100.00%
03/05/2024 0.78% 1.25 CHF 1.26 CHF 42,500 42,500 42,424 42,424 53,955 CHF 54,379 CHF 99.99% 99.99%
02/05/2024 0.76% 1.25 CHF 1.26 CHF 42,300 42,300 41,710 41,710 54,518 CHF 54,936 CHF 99.99% 99.99%

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