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 0.91% 1.10 CHF 1.11 CHF 450,000 150,000 438,942 146,314 482,094 CHF 162,161 CHF 98.90% 98.90%
15/05/2024 0.98% 1.04 CHF 1.05 CHF 450,000 150,000 450,000 150,000 455,327 CHF 153,276 CHF 99.14% 99.14%
14/05/2024 0.98% 1.00 CHF 1.01 CHF 450,000 150,000 450,000 150,000 457,017 CHF 153,839 CHF 98.70% 98.70%
13/05/2024 0.95% 1.04 CHF 1.05 CHF 450,000 150,000 450,000 150,000 469,729 CHF 158,076 CHF 95.17% 95.17%
10/05/2024 0.95% 1.03 CHF 1.04 CHF 450,000 150,000 450,000 150,000 470,504 CHF 158,335 CHF 98.93% 98.93%
08/05/2024 0.96% 1.03 CHF 1.04 CHF 450,000 150,000 450,000 150,000 465,881 CHF 156,794 CHF 98.82% 98.82%
07/05/2024 1.06% 0.99 CHF 1.00 CHF 450,000 150,000 450,000 150,000 422,246 CHF 142,249 CHF 99.15% 99.15%
06/05/2024 1.12% 0.91 CHF 0.92 CHF 450,000 150,000 450,000 150,000 400,383 CHF 134,961 CHF 98.77% 98.77%
03/05/2024 1.14% 0.88 CHF 0.89 CHF 450,000 150,000 450,000 150,000 393,755 CHF 132,752 CHF 99.07% 99.07%
02/05/2024 1.16% 0.85 CHF 0.86 CHF 450,000 150,000 450,000 150,000 385,220 CHF 129,907 CHF 99.12% 99.12%

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