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 600,000 200,000 600,000 200,000 690,256 CHF 232,086 CHF 99.09% 99.09%
15/05/2024 0.83% 1.19 CHF 1.20 CHF 600,000 200,000 600,000 200,000 720,732 CHF 242,244 CHF 99.16% 99.16%
14/05/2024 0.86% 1.19 CHF 1.20 CHF 600,000 200,000 600,000 200,000 697,249 CHF 234,416 CHF 99.19% 99.19%
13/05/2024 0.86% 1.14 CHF 1.15 CHF 600,000 200,000 600,000 200,000 691,270 CHF 232,423 CHF 95.15% 95.15%
10/05/2024 0.86% 1.15 CHF 1.16 CHF 600,000 200,000 600,000 200,000 693,143 CHF 233,048 CHF 99.21% 99.21%
08/05/2024 0.85% 1.17 CHF 1.18 CHF 600,000 200,000 600,000 200,000 704,275 CHF 236,758 CHF 99.17% 99.17%
07/05/2024 0.85% 1.18 CHF 1.19 CHF 600,000 200,000 600,000 200,000 699,203 CHF 235,068 CHF 99.11% 99.11%
06/05/2024 0.93% 1.10 CHF 1.11 CHF 600,000 200,000 600,000 200,000 643,475 CHF 216,492 CHF 99.13% 99.13%
03/05/2024 0.97% 1.02 CHF 1.03 CHF 600,000 200,000 600,000 200,000 613,877 CHF 206,626 CHF 99.01% 99.01%
02/05/2024 1.00% 1.00 CHF 1.01 CHF 600,000 200,000 600,000 200,000 599,327 CHF 201,776 CHF 99.15% 99.15%

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