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 0.61% 1.66 CHF 1.67 CHF 360,000 360,000 351,653 351,653 571,397 CHF 574,916 CHF 100.00% 100.00%
15/05/2024 0.62% 1.59 CHF 1.60 CHF 350,000 350,000 348,421 348,421 559,357 CHF 562,849 CHF 100.00% 100.00%
14/05/2024 0.65% 1.59 CHF 1.60 CHF 350,000 350,000 342,635 342,635 528,510 CHF 531,938 CHF 99.99% 99.99%
13/05/2024 0.63% 1.56 CHF 1.57 CHF 350,000 350,000 348,557 348,557 549,168 CHF 552,654 CHF 99.82% 99.82%
10/05/2024 0.62% 1.61 CHF 1.62 CHF 350,000 350,000 348,557 348,557 557,391 CHF 560,876 CHF 100.00% 100.00%
08/05/2024 0.60% 1.66 CHF 1.67 CHF 360,000 360,000 358,426 358,426 593,889 CHF 597,474 CHF 98.93% 98.93%
07/05/2024 0.60% 1.64 CHF 1.65 CHF 360,000 360,000 358,228 358,228 599,639 CHF 603,224 CHF 99.88% 99.88%
06/05/2024 0.59% 1.70 CHF 1.71 CHF 370,000 370,000 362,298 362,298 610,144 CHF 613,767 CHF 100.00% 100.00%
03/05/2024 0.59% 1.69 CHF 1.70 CHF 370,000 370,000 364,923 364,923 617,544 CHF 621,194 CHF 99.97% 99.97%
02/05/2024 0.60% 1.69 CHF 1.70 CHF 360,000 360,000 358,492 358,492 592,637 CHF 596,222 CHF 98.53% 98.53%

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