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 0.67% 1.46 CHF 1.47 CHF 600,000 200,000 600,000 200,000 887,734 CHF 297,911 CHF 98.72% 98.72%
15/05/2024 0.65% 1.48 CHF 1.49 CHF 600,000 200,000 600,000 200,000 926,531 CHF 310,844 CHF 98.69% 98.69%
14/05/2024 0.69% 1.45 CHF 1.46 CHF 600,000 200,000 600,000 200,000 868,353 CHF 291,451 CHF 98.80% 98.80%
13/05/2024 0.68% 1.49 CHF 1.50 CHF 600,000 200,000 600,000 200,000 882,939 CHF 296,313 CHF 93.42% 93.42%
10/05/2024 0.68% 1.50 CHF 1.51 CHF 600,000 200,000 600,000 200,000 878,505 CHF 294,835 CHF 98.78% 98.78%
08/05/2024 0.66% 1.53 CHF 1.54 CHF 600,000 200,000 600,000 200,000 910,896 CHF 305,632 CHF 98.72% 98.72%
07/05/2024 0.67% 1.50 CHF 1.51 CHF 600,000 200,000 600,000 200,000 888,563 CHF 298,188 CHF 98.72% 98.72%
06/05/2024 0.69% 1.43 CHF 1.44 CHF 600,000 200,000 600,000 200,000 864,966 CHF 290,322 CHF 98.81% 98.81%
03/05/2024 0.67% 1.50 CHF 1.51 CHF 600,000 200,000 600,000 200,000 893,585 CHF 299,862 CHF 98.73% 98.73%
02/05/2024 0.66% 1.49 CHF 1.50 CHF 600,000 200,000 600,000 200,000 909,816 CHF 305,272 CHF 98.78% 98.78%

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