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
29/05/2024 0.88% 1.15 CHF 1.16 CHF 200,000 200,000 89,643 89,643 103,278 CHF 104,176 CHF 99.36% 99.36%
28/05/2024 0.98% 1.07 CHF 1.08 CHF 200,000 200,000 89,571 89,571 93,754 CHF 94,652 CHF 99.81% 99.81%
27/05/2024 0.97% 1.02 CHF 1.03 CHF 80,000 80,000 63,879 63,879 65,480 CHF 66,119 CHF 99.07% 99.07%
24/05/2024 0.94% 1.09 CHF 1.10 CHF 200,000 200,000 89,473 89,473 96,515 CHF 97,412 CHF 100.00% 100.00%
23/05/2024 0.98% 1.06 CHF 1.07 CHF 200,000 200,000 90,327 90,327 94,008 CHF 94,916 CHF 97.03% 97.03%
22/05/2024 1.17% 0.93 CHF 0.94 CHF 196,000 196,000 86,569 86,569 76,437 CHF 77,305 CHF 99.86% 99.86%
21/05/2024 1.26% 0.79 CHF 0.80 CHF 190,000 190,000 85,508 85,508 68,297 CHF 69,154 CHF 99.53% 99.53%
17/05/2024 1.42% 0.66 CHF 0.67 CHF 184,000 184,000 83,258 83,258 59,679 CHF 60,517 CHF 98.94% 98.94%
16/05/2024 1.05% 0.79 CHF 0.80 CHF 192,000 192,000 88,757 88,757 83,743 CHF 84,634 CHF 99.22% 99.22%
15/05/2024 0.94% 1.04 CHF 1.05 CHF 200,000 200,000 89,329 89,329 96,349 CHF 97,246 CHF 100.00% 100.00%

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