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 1.18% 0.83 CHF 0.84 CHF 386,100 386,100 171,614 171,614 146,245 CHF 147,964 CHF 100.00% 100.00%
10/05/2024 1.12% 0.86 CHF 0.87 CHF 365,100 365,100 162,263 162,263 146,029 CHF 147,654 CHF 100.00% 100.00%
08/05/2024 1.16% 0.87 CHF 0.88 CHF 370,000 370,000 163,254 163,254 141,798 CHF 143,434 CHF 98.97% 98.97%
07/05/2024 1.15% 0.90 CHF 0.91 CHF 366,000 366,000 166,956 166,956 147,452 CHF 149,125 CHF 97.82% 97.82%
06/05/2024 1.23% 0.85 CHF 0.86 CHF 393,500 393,500 176,191 176,191 145,459 CHF 147,224 CHF 100.00% 100.00%
03/05/2024 1.26% 0.82 CHF 0.83 CHF 405,800 405,800 180,758 180,758 147,947 CHF 149,758 CHF 99.97% 99.97%
02/05/2024 1.37% 0.76 CHF 0.77 CHF 460,900 460,900 207,543 207,543 153,985 CHF 156,064 CHF 99.98% 99.98%
30/04/2024 - 0.72 CHF - CHF 437,900 0 0 0 0 CHF 0 CHF 0.00% 100.00%
29/04/2024 1.34% 0.72 CHF 0.73 CHF 455,000 455,000 196,371 196,371 147,516 CHF 149,484 CHF 99.55% 99.55%
26/04/2024 1.44% 0.70 CHF 0.71 CHF 514,900 514,900 225,037 225,037 156,744 CHF 158,998 CHF 99.48% 99.48%

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