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
29/05/2024 4.19% 0.56 CHF 0.57 CHF 128,000 128,000 102,125 102,125 56,324 CHF 57,514 CHF 100.00% 100.00%
28/05/2024 1.97% 0.52 CHF 0.53 CHF 124,000 124,000 123,395 123,395 61,989 CHF 63,223 CHF 100.00% 100.00%
27/05/2024 1.88% 0.52 CHF 0.53 CHF 124,000 124,000 122,930 122,930 65,302 CHF 66,537 CHF 97.15% 97.15%
24/05/2024 1.83% 0.54 CHF 0.55 CHF 128,000 128,000 126,903 126,903 68,597 CHF 69,866 CHF 100.00% 100.00%
23/05/2024 1.92% 0.52 CHF 0.53 CHF 124,000 124,000 122,972 122,972 63,954 CHF 65,189 CHF 100.00% 100.00%
22/05/2024 1.86% 0.52 CHF 0.53 CHF 124,000 124,000 124,654 124,654 66,466 CHF 67,712 CHF 100.00% 100.00%
21/05/2024 1.96% 0.52 CHF 0.53 CHF 124,000 124,000 123,329 123,329 62,449 CHF 63,683 CHF 100.00% 100.00%
17/05/2024 2.12% 0.47 CHF 0.48 CHF 120,000 120,000 119,601 119,601 55,805 CHF 57,001 CHF 100.00% 100.00%
16/05/2024 2.22% 0.45 CHF 0.46 CHF 120,000 120,000 119,405 119,405 53,254 CHF 54,449 CHF 100.00% 100.00%
15/05/2024 2.33% 0.43 CHF 0.44 CHF 120,000 120,000 119,249 119,249 50,907 CHF 52,102 CHF 100.00% 100.00%

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