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
13/05/2024 0.59% 1.67 CHF 1.68 CHF 193,100 193,100 85,858 85,858 147,223 CHF 148,084 CHF 100.00% 100.00%
10/05/2024 0.56% 1.73 CHF 1.74 CHF 182,600 182,600 81,169 81,169 146,897 CHF 147,710 CHF 100.00% 100.00%
08/05/2024 0.58% 1.75 CHF 1.76 CHF 185,000 185,000 81,657 81,657 142,747 CHF 143,565 CHF 98.99% 98.99%
07/05/2024 0.58% 1.81 CHF 1.82 CHF 183,000 183,000 83,501 83,501 148,291 CHF 149,127 CHF 97.82% 97.82%
06/05/2024 0.61% 1.70 CHF 1.71 CHF 196,800 196,800 88,103 88,103 146,304 CHF 147,186 CHF 100.00% 100.00%
03/05/2024 0.63% 1.66 CHF 1.67 CHF 202,900 202,900 90,356 90,356 148,843 CHF 149,748 CHF 99.95% 99.95%
02/05/2024 0.68% 1.53 CHF 1.54 CHF 230,500 230,500 103,795 103,795 155,060 CHF 156,100 CHF 99.98% 99.98%
30/04/2024 - 1.45 CHF - CHF 219,000 0 0 0 0 CHF 0 CHF 0.00% 100.00%
29/04/2024 0.67% 1.44 CHF 1.45 CHF 227,500 227,500 98,223 98,223 148,546 CHF 149,530 CHF 99.55% 99.55%
26/04/2024 0.72% 1.41 CHF 1.42 CHF 257,500 257,500 112,515 112,515 157,871 CHF 158,998 CHF 99.46% 99.46%

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