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
24/05/2024 0.61% 1.78 CHF 1.71 CHF 600,000 200,000 600,000 200,000 982,579 CHF 329,526 CHF 88.52% 99.14%
23/05/2024 0.60% 1.66 CHF 1.67 CHF 600,000 200,000 600,000 200,000 1,005,190 CHF 337,065 CHF 17.42% 95.89%
22/05/2024 0.59% 1.73 CHF 1.74 CHF 600,000 200,000 600,000 200,000 1,018,210 CHF 341,402 CHF 98.50% 98.82%
21/05/2024 0.60% 1.63 CHF 1.64 CHF 600,000 200,000 600,000 200,000 1,005,360 CHF 337,118 CHF 31.29% 96.16%
17/05/2024 0.70% 1.47 CHF 1.48 CHF 600,000 200,000 600,000 200,000 855,558 CHF 287,186 CHF 98.32% 98.32%
16/05/2024 0.64% 1.44 CHF 1.45 CHF 600,000 200,000 600,000 200,000 938,457 CHF 314,819 CHF 98.77% 98.77%
15/05/2024 0.69% 1.52 CHF 1.53 CHF 600,000 200,000 600,000 200,000 869,910 CHF 291,970 CHF 98.09% 98.09%
14/05/2024 0.74% 1.43 CHF 1.44 CHF 600,000 200,000 600,000 200,000 804,983 CHF 270,328 CHF 97.38% 97.38%
13/05/2024 0.70% 1.40 CHF 1.41 CHF 600,000 200,000 600,000 200,000 858,612 CHF 288,204 CHF 98.96% 98.96%
10/05/2024 0.65% 1.43 CHF 1.44 CHF 600,000 200,000 600,000 200,000 921,309 CHF 309,103 CHF 94.55% 94.55%

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