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 0.53% 1.89 CHF 1.90 CHF 43,000 43,000 42,932 42,932 81,148 CHF 81,577 CHF 100.00% 100.00%
15/05/2024 0.52% 1.92 CHF 1.93 CHF 43,000 43,000 42,872 42,872 81,914 CHF 82,344 CHF 100.00% 100.00%
14/05/2024 0.53% 1.92 CHF 1.93 CHF 43,000 43,000 42,992 42,992 80,433 CHF 80,863 CHF 100.00% 100.00%
13/05/2024 0.53% 1.88 CHF 1.89 CHF 43,000 43,000 43,000 43,000 81,202 CHF 81,632 CHF 100.00% 100.00%
10/05/2024 0.54% 1.84 CHF 1.85 CHF 43,000 43,000 43,000 43,000 79,735 CHF 80,165 CHF 100.00% 100.00%
08/05/2024 0.59% 1.70 CHF 1.71 CHF 44,000 44,000 43,993 43,993 74,363 CHF 74,803 CHF 99.09% 99.09%
07/05/2024 0.60% 1.70 CHF 1.71 CHF 44,000 44,000 44,225 44,225 73,254 CHF 73,697 CHF 99.88% 99.88%
06/05/2024 0.65% 1.56 CHF 1.57 CHF 45,000 45,000 45,098 45,098 69,370 CHF 69,821 CHF 100.00% 100.00%
03/05/2024 0.65% 1.51 CHF 1.52 CHF 45,000 45,000 45,124 45,124 68,802 CHF 69,253 CHF 99.98% 99.98%
02/05/2024 0.67% 1.49 CHF 1.50 CHF 45,000 45,000 45,597 45,597 67,775 CHF 68,230 CHF 100.00% 100.00%

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