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 0.58% 1.77 CHF 1.78 CHF 360,000 360,000 351,655 351,655 607,300 CHF 610,819 CHF 100.00% 100.00%
15/05/2024 0.59% 1.69 CHF 1.70 CHF 350,000 350,000 348,460 348,460 594,989 CHF 598,482 CHF 100.00% 100.00%
14/05/2024 0.61% 1.69 CHF 1.70 CHF 350,000 350,000 342,635 342,635 563,440 CHF 566,867 CHF 99.98% 99.98%
13/05/2024 0.59% 1.67 CHF 1.68 CHF 350,000 350,000 348,557 348,557 584,566 CHF 588,052 CHF 99.86% 99.86%
10/05/2024 0.59% 1.71 CHF 1.72 CHF 350,000 350,000 348,558 348,558 592,858 CHF 596,343 CHF 100.00% 100.00%
08/05/2024 0.57% 1.76 CHF 1.77 CHF 360,000 360,000 358,426 358,426 629,913 CHF 633,498 CHF 98.93% 98.93%
07/05/2024 0.56% 1.74 CHF 1.75 CHF 360,000 360,000 358,215 358,215 635,669 CHF 639,254 CHF 99.88% 99.88%
06/05/2024 0.56% 1.80 CHF 1.81 CHF 370,000 370,000 362,298 362,298 646,542 CHF 650,165 CHF 100.00% 100.00%
03/05/2024 0.56% 1.79 CHF 1.80 CHF 370,000 370,000 364,921 364,921 654,194 CHF 657,843 CHF 100.00% 100.00%
02/05/2024 0.57% 1.79 CHF 1.80 CHF 360,000 360,000 358,494 358,494 628,658 CHF 632,243 CHF 98.57% 98.57%

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