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 0.96% 1.01 CHF 1.02 CHF 600,000 200,000 600,000 200,000 620,609 CHF 208,870 CHF 99.27% 99.27%
15/05/2024 1.05% 1.06 CHF 1.07 CHF 600,000 200,000 600,000 200,000 569,574 CHF 191,858 CHF 99.12% 99.12%
14/05/2024 1.14% 0.84 CHF 0.85 CHF 600,000 200,000 600,000 200,000 522,664 CHF 176,221 CHF 99.27% 99.27%
13/05/2024 1.13% 0.89 CHF 0.90 CHF 600,000 200,000 600,000 200,000 529,299 CHF 178,433 CHF 98.75% 98.75%
10/05/2024 1.07% 0.96 CHF 0.97 CHF 600,000 200,000 600,000 200,000 556,070 CHF 187,357 CHF 99.27% 99.27%
08/05/2024 1.13% 0.87 CHF 0.88 CHF 600,000 200,000 600,000 200,000 528,579 CHF 178,193 CHF 99.27% 99.27%
07/05/2024 1.17% 0.85 CHF 0.86 CHF 600,000 200,000 600,000 200,000 507,800 CHF 171,267 CHF 99.27% 99.27%
06/05/2024 1.21% 0.82 CHF 0.83 CHF 600,000 200,000 600,000 200,000 491,722 CHF 165,907 CHF 99.27% 99.27%
03/05/2024 1.29% 0.82 CHF 0.83 CHF 600,000 200,000 600,000 200,000 462,839 CHF 156,280 CHF 99.10% 99.10%
02/05/2024 1.27% 0.71 CHF 0.72 CHF 600,000 200,000 600,000 200,000 470,570 CHF 158,857 CHF 99.23% 99.23%

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