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 0.71% 1.40 CHF 1.41 CHF 300,000 100,000 300,000 100,000 421,696 CHF 141,566 CHF 99.13% 99.13%
15/05/2024 0.69% 1.40 CHF 1.41 CHF 300,000 100,000 300,000 100,000 431,323 CHF 144,774 CHF 99.33% 99.33%
14/05/2024 0.67% 1.48 CHF 1.49 CHF 300,000 100,000 300,000 100,000 445,891 CHF 149,630 CHF 93.82% 93.82%
13/05/2024 0.66% 1.51 CHF 1.52 CHF 300,000 100,000 300,000 100,000 453,791 CHF 152,264 CHF 98.43% 98.43%
10/05/2024 0.69% 1.48 CHF 1.49 CHF 300,000 100,000 300,000 100,000 430,645 CHF 144,548 CHF 99.36% 99.36%
08/05/2024 0.65% 1.53 CHF 1.54 CHF 300,000 100,000 300,000 100,000 462,282 CHF 155,094 CHF 95.15% 95.15%
07/05/2024 0.64% 1.54 CHF 1.55 CHF 300,000 100,000 300,000 100,000 467,106 CHF 156,702 CHF 98.58% 98.58%
06/05/2024 0.65% 1.54 CHF 1.55 CHF 300,000 100,000 300,000 100,000 460,940 CHF 154,647 CHF 98.61% 98.61%
03/05/2024 0.63% 1.59 CHF 1.60 CHF 300,000 100,000 300,000 100,000 471,431 CHF 158,144 CHF 98.78% 98.78%
02/05/2024 0.62% 1.59 CHF 1.60 CHF 300,000 100,000 300,000 100,000 482,491 CHF 161,830 CHF 99.35% 99.35%

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