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 0.52% 1.94 CHF 1.95 CHF 300,000 100,000 300,000 100,000 570,456 CHF 191,152 CHF 98.81% 98.81%
15/05/2024 0.53% 1.87 CHF 1.88 CHF 300,000 100,000 300,000 100,000 564,456 CHF 189,152 CHF 98.69% 98.69%
14/05/2024 0.55% 1.87 CHF 1.88 CHF 300,000 100,000 300,000 100,000 545,167 CHF 182,722 CHF 98.82% 98.82%
13/05/2024 0.54% 1.84 CHF 1.85 CHF 300,000 100,000 300,000 100,000 555,040 CHF 186,014 CHF 93.15% 93.15%
10/05/2024 0.53% 1.88 CHF 1.89 CHF 300,000 100,000 300,000 100,000 562,259 CHF 188,420 CHF 98.64% 98.64%
08/05/2024 0.52% 1.93 CHF 1.94 CHF 300,000 100,000 300,000 100,000 579,760 CHF 194,253 CHF 98.30% 98.30%
07/05/2024 0.51% 1.92 CHF 1.93 CHF 300,000 100,000 300,000 100,000 585,230 CHF 196,077 CHF 98.44% 98.44%
06/05/2024 0.51% 1.97 CHF 1.98 CHF 300,000 100,000 300,000 100,000 588,032 CHF 197,011 CHF 98.45% 98.45%
03/05/2024 0.51% 1.97 CHF 1.98 CHF 300,000 100,000 300,000 100,000 590,390 CHF 197,797 CHF 98.74% 98.74%
02/05/2024 0.52% 1.96 CHF 1.97 CHF 300,000 100,000 300,000 100,000 578,573 CHF 193,858 CHF 98.76% 98.76%

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