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 0.69% 1.42 CHF 1.43 CHF 200,000 200,000 200,000 200,000 287,158 CHF 289,158 CHF 99.53% 99.53%
15/05/2024 0.64% 1.53 CHF 1.54 CHF 200,000 200,000 200,000 200,000 312,885 CHF 314,885 CHF 99.51% 99.51%
14/05/2024 0.66% 1.54 CHF 1.55 CHF 200,000 200,000 200,000 200,000 302,814 CHF 304,814 CHF 99.40% 99.40%
13/05/2024 0.72% 1.44 CHF 1.45 CHF 200,000 200,000 200,000 200,000 278,750 CHF 280,750 CHF 99.53% 99.53%
10/05/2024 0.71% 1.43 CHF 1.44 CHF 200,000 200,000 200,000 200,000 282,368 CHF 284,368 CHF 98.20% 98.20%
08/05/2024 0.68% 1.43 CHF 1.44 CHF 200,000 200,000 200,000 200,000 294,302 CHF 296,302 CHF 97.52% 97.52%
07/05/2024 0.65% 1.57 CHF 1.58 CHF 200,000 200,000 200,000 200,000 305,276 CHF 307,276 CHF 97.83% 97.83%
06/05/2024 0.68% 1.46 CHF 1.47 CHF 200,000 200,000 200,000 200,000 294,915 CHF 296,915 CHF 99.19% 99.19%
03/05/2024 0.72% 1.39 CHF 1.40 CHF 200,000 200,000 200,000 200,000 276,502 CHF 278,502 CHF 99.43% 99.43%
02/05/2024 0.74% 1.34 CHF 1.35 CHF 200,000 200,000 200,000 200,000 269,629 CHF 271,629 CHF 99.49% 99.49%

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