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 0.73% 1.41 CHF 1.42 CHF 240,000 240,000 235,240 235,240 329,961 CHF 332,319 CHF 93.90% 93.90%
15/05/2024 0.75% 1.38 CHF 1.39 CHF 240,000 240,000 237,031 237,031 321,208 CHF 323,586 CHF 95.95% 95.95%
14/05/2024 0.75% 1.35 CHF 1.36 CHF 240,000 240,000 237,635 237,635 322,519 CHF 324,899 CHF 92.99% 92.99%
13/05/2024 0.74% 1.38 CHF 1.39 CHF 240,000 240,000 237,526 237,526 328,281 CHF 330,659 CHF 97.57% 97.57%
10/05/2024 0.73% 1.37 CHF 1.38 CHF 240,000 240,000 237,852 237,852 329,064 CHF 331,445 CHF 94.50% 94.50%
08/05/2024 0.74% 1.37 CHF 1.38 CHF 240,000 240,000 237,334 237,334 325,758 CHF 328,135 CHF 93.08% 93.08%
07/05/2024 0.79% 1.33 CHF 1.34 CHF 240,000 240,000 240,177 240,177 308,880 CHF 311,287 CHF 93.88% 93.88%
06/05/2024 0.82% 1.26 CHF 1.27 CHF 250,000 250,000 247,306 247,306 306,478 CHF 308,954 CHF 96.88% 96.88%
03/05/2024 0.83% 1.23 CHF 1.24 CHF 250,000 250,000 247,281 247,281 302,129 CHF 304,604 CHF 93.92% 93.92%
02/05/2024 0.85% 1.20 CHF 1.21 CHF 250,000 250,000 247,332 247,332 296,940 CHF 299,416 CHF 94.28% 94.28%

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