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% 1.29 CHF 1.30 CHF 300,000 100,000 300,000 100,000 391,138 CHF 131,379 CHF 99.36% 99.36%
15/05/2024 0.82% 1.22 CHF 1.23 CHF 300,000 100,000 300,000 100,000 363,051 CHF 122,017 CHF 99.34% 99.34%
14/05/2024 0.83% 1.23 CHF 1.24 CHF 300,000 100,000 300,000 100,000 359,392 CHF 120,797 CHF 95.39% 95.39%
13/05/2024 0.76% 1.24 CHF 1.25 CHF 300,000 100,000 300,000 100,000 392,454 CHF 131,818 CHF 97.20% 97.20%
10/05/2024 0.69% 1.34 CHF 1.35 CHF 300,000 100,000 300,000 100,000 431,618 CHF 144,873 CHF 93.50% 93.50%
08/05/2024 0.67% 1.51 CHF 1.52 CHF 300,000 100,000 300,000 100,000 447,025 CHF 150,008 CHF 99.31% 99.31%
07/05/2024 0.68% 1.50 CHF 1.51 CHF 300,000 100,000 300,000 100,000 438,277 CHF 147,092 CHF 97.80% 97.80%
06/05/2024 0.73% 1.43 CHF 1.44 CHF 300,000 100,000 300,000 100,000 411,372 CHF 138,124 CHF 97.80% 97.80%
03/05/2024 0.76% 1.32 CHF 1.33 CHF 300,000 100,000 300,000 100,000 394,374 CHF 132,458 CHF 99.00% 99.00%
02/05/2024 0.80% 1.28 CHF 1.29 CHF 300,000 100,000 300,000 100,000 374,568 CHF 125,856 CHF 99.04% 99.04%

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