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
23/05/2024 0.91% 1.09 CHF 1.10 CHF 600,000 200,000 600,000 200,000 655,374 CHF 220,458 CHF 95.46% 95.46%
22/05/2024 0.89% 1.10 CHF 1.11 CHF 600,000 200,000 600,000 200,000 672,736 CHF 226,245 CHF 98.64% 98.64%
21/05/2024 0.95% 1.06 CHF 1.07 CHF 600,000 200,000 600,000 200,000 630,866 CHF 212,289 CHF 96.15% 96.15%
17/05/2024 1.02% 0.97 CHF 0.98 CHF 600,000 200,000 600,000 200,000 583,747 CHF 196,582 CHF 98.76% 98.76%
16/05/2024 1.01% 0.96 CHF 0.97 CHF 600,000 200,000 600,000 200,000 590,302 CHF 198,767 CHF 98.74% 98.74%
15/05/2024 0.95% 0.98 CHF 0.99 CHF 600,000 200,000 600,000 200,000 629,412 CHF 211,804 CHF 98.69% 98.69%
14/05/2024 1.04% 0.96 CHF 0.97 CHF 600,000 200,000 600,000 200,000 571,391 CHF 192,464 CHF 98.80% 98.80%
13/05/2024 1.02% 1.00 CHF 1.00 CHF 600,000 200,000 600,000 200,000 586,496 CHF 197,499 CHF 93.45% 93.45%
10/05/2024 1.03% 1.00 CHF 1.01 CHF 600,000 200,000 600,000 200,000 582,272 CHF 196,091 CHF 98.80% 98.80%
08/05/2024 0.97% 1.03 CHF 1.05 CHF 600,000 200,000 600,000 200,000 614,851 CHF 206,950 CHF 98.72% 98.72%

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