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% 1.56 CHF 1.57 CHF 360,000 360,000 351,652 351,652 535,795 CHF 539,314 CHF 100.00% 100.00%
15/05/2024 0.67% 1.49 CHF 1.50 CHF 350,000 350,000 348,459 348,459 524,214 CHF 527,706 CHF 100.00% 100.00%
14/05/2024 0.69% 1.49 CHF 1.50 CHF 350,000 350,000 342,637 342,637 493,869 CHF 497,296 CHF 100.00% 100.00%
13/05/2024 0.68% 1.46 CHF 1.47 CHF 350,000 350,000 348,555 348,555 514,091 CHF 517,577 CHF 99.82% 99.82%
10/05/2024 0.67% 1.51 CHF 1.52 CHF 350,000 350,000 348,557 348,557 522,293 CHF 525,779 CHF 100.00% 100.00%
08/05/2024 0.64% 1.55 CHF 1.56 CHF 360,000 360,000 358,421 358,421 557,818 CHF 561,403 CHF 98.93% 98.93%
07/05/2024 0.63% 1.54 CHF 1.55 CHF 360,000 360,000 358,228 358,228 563,608 CHF 567,194 CHF 99.88% 99.88%
06/05/2024 0.63% 1.60 CHF 1.61 CHF 370,000 370,000 362,298 362,298 573,807 CHF 577,430 CHF 100.00% 100.00%
03/05/2024 0.63% 1.59 CHF 1.60 CHF 370,000 370,000 364,922 364,922 580,489 CHF 584,139 CHF 99.98% 99.98%
02/05/2024 0.64% 1.58 CHF 1.59 CHF 360,000 360,000 358,493 358,493 556,256 CHF 559,841 CHF 98.54% 98.54%

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