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 0.99% 0.98 CHF 0.99 CHF 300,000 100,000 300,000 100,000 300,433 CHF 101,144 CHF 99.36% 99.36%
15/05/2024 1.10% 0.91 CHF 0.92 CHF 300,000 100,000 300,000 100,000 271,212 CHF 91,404 CHF 99.34% 99.34%
14/05/2024 1.11% 0.93 CHF 0.94 CHF 300,000 100,000 300,000 100,000 267,732 CHF 90,244 CHF 95.39% 95.39%
13/05/2024 1.00% 0.93 CHF 0.94 CHF 300,000 100,000 300,000 100,000 300,251 CHF 101,084 CHF 97.18% 97.18%
10/05/2024 0.88% 1.04 CHF 1.05 CHF 300,000 100,000 300,000 100,000 341,185 CHF 114,728 CHF 93.51% 93.51%
08/05/2024 0.84% 1.21 CHF 1.22 CHF 300,000 100,000 300,000 100,000 356,121 CHF 119,707 CHF 99.31% 99.31%
07/05/2024 0.86% 1.20 CHF 1.21 CHF 300,000 100,000 300,000 100,000 347,449 CHF 116,816 CHF 97.80% 97.80%
06/05/2024 0.93% 1.13 CHF 1.14 CHF 300,000 100,000 300,000 100,000 320,183 CHF 107,728 CHF 97.78% 97.78%
03/05/2024 0.99% 1.02 CHF 1.03 CHF 300,000 100,000 300,000 100,000 303,001 CHF 102,000 CHF 99.01% 99.01%
02/05/2024 1.06% 0.97 CHF 0.98 CHF 300,000 100,000 300,000 100,000 282,211 CHF 95,070 CHF 99.04% 99.04%

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