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
24/05/2024 0.71% 1.56 CHF 1.41 CHF 600,000 200,000 600,000 200,000 842,374 CHF 282,791 CHF 26.47% 98.82%
23/05/2024 0.70% 1.44 CHF 1.44 CHF 600,000 200,000 600,000 200,000 855,748 CHF 287,249 CHF 0.26% 95.47%
22/05/2024 0.69% 1.51 CHF 1.47 CHF 600,000 200,000 600,000 200,000 865,869 CHF 290,623 CHF 3.78% 98.77%
21/05/2024 0.69% 1.41 CHF 1.42 CHF 600,000 200,000 600,000 200,000 861,194 CHF 289,065 CHF 14.59% 96.21%
17/05/2024 0.82% 1.25 CHF 1.26 CHF 600,000 200,000 600,000 200,000 727,719 CHF 244,573 CHF 98.13% 98.13%
16/05/2024 0.74% 1.22 CHF 1.23 CHF 600,000 200,000 600,000 200,000 811,684 CHF 272,561 CHF 98.77% 98.77%
15/05/2024 0.81% 1.30 CHF 1.31 CHF 600,000 200,000 600,000 200,000 742,421 CHF 249,474 CHF 98.20% 98.20%
14/05/2024 0.88% 1.22 CHF 1.23 CHF 600,000 200,000 600,000 200,000 677,859 CHF 227,953 CHF 97.92% 97.92%
13/05/2024 0.82% 1.19 CHF 1.20 CHF 600,000 200,000 600,000 200,000 731,576 CHF 245,859 CHF 98.98% 98.98%
10/05/2024 0.76% 1.22 CHF 1.23 CHF 600,000 200,000 600,000 200,000 791,839 CHF 265,946 CHF 95.24% 95.24%

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