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% 1.92 CHF 1.93 CHF 120,000 120,000 118,480 118,480 227,733 CHF 228,921 CHF 99.12% 99.12%
15/05/2024 0.51% 1.99 CHF 2.00 CHF 120,000 120,000 118,480 118,480 237,794 CHF 238,982 CHF 99.40% 99.40%
14/05/2024 0.52% 1.98 CHF 1.99 CHF 120,000 120,000 118,875 118,875 230,832 CHF 232,022 CHF 99.58% 99.58%
13/05/2024 0.54% 1.91 CHF 1.92 CHF 120,000 120,000 117,117 117,117 225,485 CHF 226,659 CHF 99.95% 99.95%
10/05/2024 0.53% 1.92 CHF 1.93 CHF 120,000 120,000 118,794 118,794 229,583 CHF 230,772 CHF 100.00% 100.00%
08/05/2024 0.52% 1.95 CHF 1.96 CHF 120,000 120,000 118,644 118,644 232,762 CHF 233,950 CHF 98.74% 98.74%
07/05/2024 0.52% 1.97 CHF 1.98 CHF 120,000 120,000 118,515 118,515 230,807 CHF 231,995 CHF 99.02% 99.02%
06/05/2024 0.57% 1.84 CHF 1.85 CHF 120,000 120,000 125,892 125,892 225,416 CHF 226,676 CHF 99.45% 99.45%
03/05/2024 0.60% 1.70 CHF 1.71 CHF 130,000 130,000 128,299 128,299 219,232 CHF 220,517 CHF 96.56% 96.56%
02/05/2024 0.61% 1.66 CHF 1.67 CHF 130,000 130,000 128,690 128,690 214,767 CHF 216,056 CHF 99.72% 99.72%

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