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 1.02% 1.00 CHF 1.01 CHF 180,000 180,000 177,926 177,926 178,127 CHF 179,910 CHF 100.00% 100.00%
15/05/2024 0.96% 1.05 CHF 1.06 CHF 180,000 180,000 177,860 177,860 188,706 CHF 190,490 CHF 99.87% 99.87%
14/05/2024 1.00% 1.05 CHF 1.06 CHF 180,000 180,000 178,189 178,189 181,762 CHF 183,546 CHF 100.00% 100.00%
13/05/2024 1.00% 1.00 CHF 1.01 CHF 180,000 180,000 178,189 178,189 180,278 CHF 182,062 CHF 100.00% 100.00%
10/05/2024 0.99% 1.01 CHF 1.02 CHF 180,000 180,000 178,191 178,191 182,098 CHF 183,882 CHF 100.00% 100.00%
08/05/2024 0.98% 1.03 CHF 1.04 CHF 180,000 180,000 178,142 178,142 185,381 CHF 187,165 CHF 99.08% 99.08%
07/05/2024 0.99% 1.05 CHF 1.06 CHF 180,000 180,000 177,898 177,898 183,392 CHF 185,176 CHF 99.94% 99.94%
06/05/2024 1.10% 0.96 CHF 0.97 CHF 190,000 190,000 188,088 188,088 174,314 CHF 176,197 CHF 100.00% 100.00%
03/05/2024 1.15% 0.87 CHF 0.88 CHF 200,000 200,000 197,988 197,988 174,042 CHF 176,024 CHF 100.00% 100.00%
02/05/2024 1.18% 0.85 CHF 0.86 CHF 200,000 200,000 197,989 197,989 170,054 CHF 172,036 CHF 100.00% 100.00%

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