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 0.66% 1.39 CHF 1.40 CHF 600,000 200,000 600,000 200,000 909,262 CHF 305,087 CHF 98.77% 98.77%
15/05/2024 0.71% 1.47 CHF 1.48 CHF 600,000 200,000 600,000 200,000 841,872 CHF 282,624 CHF 98.52% 98.52%
14/05/2024 0.77% 1.39 CHF 1.40 CHF 600,000 200,000 600,000 200,000 776,815 CHF 260,938 CHF 97.55% 97.55%
13/05/2024 0.72% 1.36 CHF 1.37 CHF 600,000 200,000 600,000 200,000 830,154 CHF 278,718 CHF 99.06% 99.06%
10/05/2024 0.67% 1.38 CHF 1.39 CHF 600,000 200,000 600,000 200,000 891,658 CHF 299,219 CHF 96.46% 96.46%
08/05/2024 0.67% 1.49 CHF 1.50 CHF 600,000 200,000 600,000 200,000 891,621 CHF 299,207 CHF 98.39% 98.39%
07/05/2024 0.60% 1.60 CHF 1.61 CHF 600,000 200,000 600,000 200,000 989,682 CHF 331,894 CHF 98.89% 98.89%
06/05/2024 0.59% 1.68 CHF 1.69 CHF 600,000 200,000 600,000 200,000 1,014,280 CHF 340,093 CHF 98.59% 98.59%
03/05/2024 0.62% 1.57 CHF 1.58 CHF 600,000 200,000 600,000 200,000 971,871 CHF 325,957 CHF 95.67% 95.67%
02/05/2024 0.64% 1.63 CHF 1.64 CHF 600,000 200,000 600,000 200,000 935,111 CHF 313,704 CHF 98.72% 98.72%

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