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
23/05/2024 0.52% 1.96 CHF 1.97 CHF 360,000 360,000 356,912 356,912 688,438 CHF 692,022 CHF 99.61% 99.61%
22/05/2024 0.52% 1.90 CHF 1.91 CHF 360,000 360,000 358,515 358,515 690,320 CHF 693,905 CHF 100.00% 100.00%
21/05/2024 0.52% 1.90 CHF 1.91 CHF 360,000 360,000 358,098 358,098 683,890 CHF 687,475 CHF 99.50% 99.50%
17/05/2024 0.54% 1.87 CHF 1.88 CHF 350,000 350,000 349,869 349,869 649,067 CHF 652,566 CHF 99.35% 99.35%
16/05/2024 0.55% 1.87 CHF 1.88 CHF 360,000 360,000 351,653 351,653 642,836 CHF 646,355 CHF 100.00% 100.00%
15/05/2024 0.55% 1.79 CHF 1.80 CHF 350,000 350,000 348,465 348,465 630,178 CHF 633,670 CHF 100.00% 100.00%
14/05/2024 0.57% 1.80 CHF 1.81 CHF 350,000 350,000 342,634 342,634 597,958 CHF 601,386 CHF 99.99% 99.99%
13/05/2024 0.56% 1.77 CHF 1.78 CHF 350,000 350,000 348,557 348,557 619,681 CHF 623,167 CHF 99.83% 99.83%
10/05/2024 0.55% 1.81 CHF 1.82 CHF 350,000 350,000 348,557 348,557 627,945 CHF 631,430 CHF 100.00% 100.00%
08/05/2024 0.54% 1.86 CHF 1.87 CHF 360,000 360,000 358,426 358,426 666,123 CHF 669,708 CHF 98.93% 98.93%

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