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
14/05/2024 1.79% 0.55 CHF 0.56 CHF 187,700 187,700 186,923 186,923 103,662 CHF 105,531 CHF 99.67% 99.67%
13/05/2024 1.79% 0.55 CHF 0.56 CHF 188,000 188,000 187,225 187,225 103,772 CHF 105,644 CHF 100.00% 100.00%
10/05/2024 1.79% 0.55 CHF 0.56 CHF 167,100 167,100 166,412 166,412 92,012 CHF 93,677 CHF 100.00% 100.00%
08/05/2024 1.76% 0.57 CHF 0.58 CHF 169,600 169,600 171,763 171,763 97,186 CHF 98,904 CHF 98.44% 98.44%
07/05/2024 1.58% 0.60 CHF 0.61 CHF 173,400 173,400 172,663 172,663 108,557 CHF 110,284 CHF 97.67% 97.67%
06/05/2024 1.61% 0.62 CHF 0.63 CHF 176,100 176,100 175,374 175,374 108,399 CHF 110,153 CHF 100.00% 100.00%
03/05/2024 1.67% 0.61 CHF 0.62 CHF 176,800 176,800 175,700 175,700 104,263 CHF 106,020 CHF 100.00% 100.00%
02/05/2024 1.68% 0.60 CHF 0.61 CHF 177,000 177,000 175,423 175,423 103,751 CHF 105,505 CHF 100.00% 100.00%
30/04/2024 1.61% 0.62 CHF 0.63 CHF 167,900 167,900 167,140 167,140 103,015 CHF 104,688 CHF 100.00% 100.00%
29/04/2024 1.52% 0.64 CHF 0.65 CHF 153,900 153,900 153,238 153,238 100,120 CHF 101,653 CHF 100.00% 100.00%

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