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 0.70% 1.41 CHF 1.42 CHF 280,300 280,300 124,578 124,578 179,602 CHF 180,850 CHF 100.00% 100.00%
10/05/2024 0.67% 1.45 CHF 1.46 CHF 268,000 268,000 119,124 119,124 179,286 CHF 180,479 CHF 100.00% 100.00%
08/05/2024 0.69% 1.47 CHF 1.48 CHF 270,800 270,800 119,496 119,496 174,923 CHF 176,120 CHF 98.96% 98.96%
07/05/2024 0.69% 1.51 CHF 1.52 CHF 267,800 267,800 122,183 122,183 181,057 CHF 182,281 CHF 97.82% 97.82%
06/05/2024 0.72% 1.43 CHF 1.44 CHF 284,400 284,400 127,336 127,336 179,367 CHF 180,643 CHF 100.00% 100.00%
03/05/2024 0.73% 1.41 CHF 1.42 CHF 291,100 291,100 129,650 129,650 181,566 CHF 182,865 CHF 99.96% 99.96%
02/05/2024 0.79% 1.32 CHF 1.33 CHF 321,600 321,600 144,803 144,803 187,600 CHF 189,051 CHF 99.97% 99.97%
30/04/2024 0.77% 1.26 CHF 1.27 CHF 311,100 311,100 137,991 137,991 181,775 CHF 183,158 CHF 99.99% 99.99%
29/04/2024 0.77% 1.25 CHF 1.26 CHF 321,100 321,100 138,618 138,618 180,562 CHF 181,951 CHF 99.56% 99.56%
26/04/2024 0.82% 1.23 CHF 1.24 CHF 352,800 352,800 154,169 154,169 188,962 CHF 190,506 CHF 99.47% 99.47%

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