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 0.87% 1.15 CHF 1.16 CHF 600,000 200,000 600,000 200,000 690,257 CHF 232,086 CHF 99.09% 99.09%
15/05/2024 0.83% 1.19 CHF 1.20 CHF 600,000 200,000 600,000 200,000 720,715 CHF 242,238 CHF 99.14% 99.14%
14/05/2024 0.86% 1.19 CHF 1.20 CHF 600,000 200,000 600,000 200,000 697,227 CHF 234,409 CHF 99.17% 99.17%
13/05/2024 0.86% 1.14 CHF 1.15 CHF 600,000 200,000 600,000 200,000 691,238 CHF 232,413 CHF 95.18% 95.18%
10/05/2024 0.86% 1.15 CHF 1.16 CHF 600,000 200,000 600,000 200,000 693,151 CHF 233,050 CHF 99.20% 99.20%
08/05/2024 0.85% 1.17 CHF 1.18 CHF 600,000 200,000 600,000 200,000 704,322 CHF 236,774 CHF 99.12% 99.12%
07/05/2024 0.85% 1.18 CHF 1.19 CHF 600,000 200,000 600,000 200,000 699,263 CHF 235,088 CHF 99.12% 99.12%
06/05/2024 0.93% 1.10 CHF 1.11 CHF 600,000 200,000 600,000 200,000 643,656 CHF 216,552 CHF 99.16% 99.16%
03/05/2024 0.97% 1.02 CHF 1.03 CHF 600,000 200,000 600,000 200,000 614,615 CHF 206,872 CHF 99.04% 99.04%
02/05/2024 0.99% 1.00 CHF 1.01 CHF 600,000 200,000 600,000 200,000 600,333 CHF 202,111 CHF 99.14% 99.14%

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