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 1.02% 1.00 CHF 1.01 CHF 300,000 100,000 300,000 100,000 293,800 CHF 98,933 CHF 99.36% 99.36%
15/05/2024 0.92% 1.07 CHF 1.08 CHF 300,000 100,000 300,000 100,000 323,470 CHF 108,823 CHF 99.34% 99.34%
14/05/2024 0.91% 1.06 CHF 1.07 CHF 300,000 100,000 300,000 100,000 329,485 CHF 110,828 CHF 95.39% 95.39%
13/05/2024 1.01% 1.06 CHF 1.07 CHF 300,000 100,000 300,000 100,000 296,509 CHF 99,836 CHF 97.20% 97.20%
10/05/2024 1.16% 0.96 CHF 0.97 CHF 300,000 100,000 300,000 100,000 257,431 CHF 86,811 CHF 93.51% 93.51%
08/05/2024 1.22% 0.79 CHF 0.80 CHF 300,000 100,000 300,000 100,000 243,747 CHF 82,249 CHF 99.31% 99.31%
07/05/2024 1.19% 0.80 CHF 0.81 CHF 300,000 100,000 300,000 100,000 251,552 CHF 84,851 CHF 97.80% 97.80%
06/05/2024 1.08% 0.87 CHF 0.88 CHF 300,000 100,000 300,000 100,000 277,296 CHF 93,432 CHF 97.78% 97.78%
03/05/2024 1.01% 0.98 CHF 0.99 CHF 300,000 100,000 300,000 100,000 296,242 CHF 99,747 CHF 99.01% 99.01%
02/05/2024 0.93% 1.04 CHF 1.05 CHF 300,000 100,000 300,000 100,000 320,868 CHF 107,956 CHF 99.04% 99.04%

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