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 0.64% 1.64 CHF 1.65 CHF 160,000 160,000 72,214 72,214 116,232 CHF 116,957 CHF 100.00% 100.00%
15/05/2024 0.61% 1.55 CHF 1.56 CHF 164,000 164,000 71,634 71,634 118,583 CHF 119,302 CHF 100.00% 100.00%
14/05/2024 0.59% 1.72 CHF 1.73 CHF 156,000 156,000 69,970 69,970 120,474 CHF 121,175 CHF 100.00% 100.00%
13/05/2024 0.58% 1.75 CHF 1.76 CHF 156,000 156,000 69,934 69,934 121,968 CHF 122,669 CHF 100.00% 100.00%
10/05/2024 0.58% 1.73 CHF 1.74 CHF 156,000 156,000 69,961 69,961 122,216 CHF 122,917 CHF 99.88% 99.88%
08/05/2024 0.59% 1.76 CHF 1.77 CHF 156,000 156,000 51,966 51,966 90,296 CHF 90,816 CHF 97.40% 97.40%
07/05/2024 0.51% 1.72 CHF 1.73 CHF 158,000 158,000 54,472 54,472 103,713 CHF 104,259 CHF 97.88% 97.88%
06/05/2024 0.48% 2.19 CHF 2.20 CHF 144,000 144,000 64,487 64,487 138,699 CHF 139,345 CHF 100.00% 100.00%
03/05/2024 0.49% 2.06 CHF 2.07 CHF 146,000 146,000 59,763 59,763 123,438 CHF 124,037 CHF 99.97% 99.97%
02/05/2024 0.51% 2.03 CHF 2.04 CHF 146,000 146,000 66,333 66,333 132,641 CHF 133,306 CHF 100.00% 100.00%

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