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% 1.31 CHF 1.32 CHF 300,000 100,000 300,000 100,000 392,622 CHF 131,874 CHF 99.08% 99.08%
15/05/2024 0.82% 1.20 CHF 1.21 CHF 300,000 100,000 300,000 100,000 363,465 CHF 122,155 CHF 98.84% 98.84%
14/05/2024 0.84% 1.21 CHF 1.22 CHF 300,000 100,000 300,000 100,000 354,046 CHF 119,015 CHF 98.99% 98.99%
13/05/2024 0.80% 1.22 CHF 1.23 CHF 300,000 100,000 300,000 100,000 373,312 CHF 125,437 CHF 94.57% 94.57%
10/05/2024 0.78% 1.31 CHF 1.32 CHF 300,000 100,000 300,000 100,000 383,048 CHF 128,683 CHF 98.08% 98.08%
08/05/2024 1.02% 1.00 CHF 1.01 CHF 300,000 100,000 368,296 122,765 356,376 CHF 120,020 CHF 96.90% 96.90%
07/05/2024 1.24% 0.87 CHF 0.88 CHF 450,000 150,000 450,000 150,000 361,896 CHF 122,132 CHF 96.76% 96.76%
06/05/2024 1.34% 0.78 CHF 0.79 CHF 450,000 150,000 450,000 150,000 334,177 CHF 112,892 CHF 98.89% 98.89%
03/05/2024 1.39% 0.67 CHF 0.68 CHF 450,000 150,000 450,000 150,000 322,507 CHF 109,002 CHF 98.70% 98.70%
02/05/2024 1.26% 0.76 CHF 0.77 CHF 450,000 150,000 450,000 150,000 355,196 CHF 119,899 CHF 99.14% 99.14%

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