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 0.76% 103.10 % 103.90 % 100,000 100,000 100,000 100,000 103,026 CHF 103,811 CHF 53.96% 53.96%
15/05/2024 0.74% 102.60 % 103.40 % 100,000 100,000 100,000 100,000 102,832 CHF 103,600 CHF 80.44% 80.44%
14/05/2024 0.77% 102.70 % 103.50 % 100,000 100,000 98,638 98,638 101,127 CHF 101,897 CHF 93.78% 93.78%
13/05/2024 0.77% 102.60 % 103.40 % 100,000 100,000 100,000 100,000 102,606 CHF 103,402 CHF 44.75% 44.75%
10/05/2024 0.76% 102.70 % 103.40 % 100,000 100,000 100,000 100,000 102,677 CHF 103,457 CHF 72.98% 72.98%
08/05/2024 0.74% 102.30 % 103.10 % 100,000 100,000 100,000 100,000 102,342 CHF 103,103 CHF 96.30% 96.30%
07/05/2024 0.73% 102.30 % 103.10 % 100,000 100,000 100,000 100,000 102,328 CHF 103,083 CHF 67.18% 67.18%
06/05/2024 0.76% 101.90 % 102.70 % 100,000 100,000 100,000 100,000 101,861 CHF 102,643 CHF 99.02% 99.02%
03/05/2024 0.75% 101.50 % 102.20 % 100,000 100,000 100,000 100,000 101,441 CHF 102,209 CHF 94.61% 94.61%
02/05/2024 0.74% 101.10 % 101.90 % 100,000 100,000 100,000 100,000 101,314 CHF 102,072 CHF 91.57% 91.57%

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