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 0.53% 1.92 CHF 1.93 CHF 360,000 360,000 351,654 351,654 660,317 CHF 663,836 CHF 100.00% 100.00%
15/05/2024 0.54% 1.84 CHF 1.85 CHF 350,000 350,000 348,454 348,454 647,503 CHF 650,995 CHF 99.99% 99.99%
14/05/2024 0.56% 1.85 CHF 1.86 CHF 350,000 350,000 342,637 342,637 615,061 CHF 618,489 CHF 99.99% 99.99%
13/05/2024 0.55% 1.82 CHF 1.83 CHF 350,000 350,000 348,556 348,556 636,984 CHF 640,469 CHF 99.83% 99.83%
10/05/2024 0.54% 1.86 CHF 1.87 CHF 350,000 350,000 348,557 348,557 645,234 CHF 648,720 CHF 100.00% 100.00%
08/05/2024 0.52% 1.91 CHF 1.92 CHF 360,000 360,000 358,425 358,425 683,882 CHF 687,467 CHF 98.93% 98.93%
07/05/2024 0.52% 1.90 CHF 1.91 CHF 360,000 360,000 358,221 358,221 689,781 CHF 693,366 CHF 99.88% 99.88%
06/05/2024 0.52% 1.95 CHF 1.96 CHF 370,000 370,000 362,298 362,298 701,088 CHF 704,710 CHF 100.00% 100.00%
03/05/2024 0.51% 1.94 CHF 1.95 CHF 370,000 370,000 364,925 364,925 709,144 CHF 712,793 CHF 99.91% 99.91%
02/05/2024 0.52% 1.94 CHF 1.95 CHF 360,000 360,000 358,493 358,493 682,718 CHF 686,303 CHF 98.54% 98.54%

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