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 0.89% 1.11 CHF 1.12 CHF 225,000 75,000 225,000 75,000 253,142 CHF 85,131 CHF 98.49% 98.49%
15/05/2024 0.89% 1.12 CHF 1.13 CHF 225,000 75,000 225,000 75,000 251,920 CHF 84,723 CHF 98.31% 98.31%
14/05/2024 0.88% 1.09 CHF 1.10 CHF 225,000 75,000 225,000 75,000 255,221 CHF 85,824 CHF 99.35% 99.35%
13/05/2024 0.85% 1.12 CHF 1.13 CHF 225,000 75,000 225,000 75,000 262,577 CHF 88,276 CHF 98.93% 98.93%
10/05/2024 0.83% 1.19 CHF 1.20 CHF 225,000 75,000 225,000 75,000 271,400 CHF 91,217 CHF 99.23% 99.23%
08/05/2024 0.77% 1.22 CHF 1.23 CHF 225,000 75,000 225,000 75,000 290,470 CHF 97,573 CHF 98.60% 98.60%
07/05/2024 0.64% 1.53 CHF 1.54 CHF 225,000 75,000 225,000 75,000 350,771 CHF 117,674 CHF 94.71% 94.71%
06/05/2024 0.62% 1.60 CHF 1.61 CHF 225,000 75,000 225,000 75,000 363,159 CHF 121,803 CHF 99.37% 99.37%
03/05/2024 0.67% 1.54 CHF 1.55 CHF 225,000 75,000 225,000 75,000 337,392 CHF 113,214 CHF 99.27% 99.27%
02/05/2024 0.66% 1.50 CHF 1.51 CHF 225,000 75,000 225,000 75,000 337,369 CHF 113,206 CHF 99.36% 99.36%

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