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 1.10% 0.82 CHF 0.83 CHF 120,000 120,000 117,063 117,063 111,537 CHF 112,725 CHF 89.35% 89.35%
15/05/2024 0.74% 1.40 CHF 1.41 CHF 120,000 120,000 118,570 118,570 162,631 CHF 163,820 CHF 100.00% 100.00%
14/05/2024 0.76% 1.32 CHF 1.33 CHF 120,000 120,000 118,282 118,282 158,863 CHF 160,052 CHF 99.58% 99.58%
13/05/2024 0.71% 1.44 CHF 1.45 CHF 120,000 120,000 118,531 118,531 170,938 CHF 172,127 CHF 99.15% 99.15%
10/05/2024 0.72% 1.44 CHF 1.45 CHF 120,000 120,000 118,731 118,731 166,954 CHF 168,143 CHF 99.99% 99.99%
08/05/2024 0.89% 1.13 CHF 1.14 CHF 120,000 120,000 121,861 121,861 139,673 CHF 140,898 CHF 98.73% 98.73%
07/05/2024 1.05% 1.10 CHF 1.11 CHF 130,000 130,000 128,375 128,375 125,449 CHF 126,737 CHF 99.84% 99.84%
06/05/2024 1.01% 1.03 CHF 1.04 CHF 130,000 130,000 128,620 128,620 129,027 CHF 130,315 CHF 99.83% 99.83%
03/05/2024 1.12% 0.94 CHF 0.95 CHF 130,000 130,000 130,736 130,736 118,482 CHF 119,790 CHF 99.95% 99.95%
02/05/2024 1.19% 0.87 CHF 0.88 CHF 130,000 130,000 133,518 133,518 114,138 CHF 115,474 CHF 98.39% 98.39%

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