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 0.58% 1.69 CHF 1.70 CHF 75,000 75,000 75,000 75,000 128,147 CHF 128,897 CHF 98.54% 98.54%
22/05/2024 0.60% 1.66 CHF 1.67 CHF 75,000 75,000 75,000 75,000 124,197 CHF 124,947 CHF 92.74% 92.74%
21/05/2024 0.60% 1.66 CHF 1.67 CHF 75,000 75,000 75,000 75,000 124,413 CHF 125,163 CHF 99.99% 99.99%
17/05/2024 0.60% 1.67 CHF 1.68 CHF 75,000 75,000 75,000 75,000 125,421 CHF 126,171 CHF 100.00% 100.00%
16/05/2024 0.58% 1.72 CHF 1.73 CHF 75,000 75,000 75,000 75,000 129,575 CHF 130,325 CHF 99.33% 99.33%
15/05/2024 0.60% 1.72 CHF 1.73 CHF 75,000 75,000 74,488 74,488 124,238 CHF 124,987 CHF 98.94% 98.94%
14/05/2024 0.64% 1.61 CHF 1.62 CHF 75,000 75,000 75,000 75,000 116,644 CHF 117,394 CHF 99.53% 99.53%
13/05/2024 0.63% 1.55 CHF 1.56 CHF 75,000 75,000 75,000 75,000 118,199 CHF 118,949 CHF 99.38% 99.38%
10/05/2024 0.63% 1.56 CHF 1.57 CHF 75,000 75,000 75,000 75,000 118,427 CHF 119,177 CHF 100.00% 100.00%
08/05/2024 0.64% 1.56 CHF 1.57 CHF 75,000 75,000 75,000 75,000 117,426 CHF 118,176 CHF 100.00% 100.00%

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