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 1.07% 38.85 CHF 39.30 CHF 1,800 1,800 1,702 1,702 71,133 CHF 71,899 CHF 100.00% 100.00%
15/05/2024 1.12% 42.90 CHF 43.35 CHF 1,900 1,900 1,895 1,895 75,938 CHF 76,793 CHF 100.00% 100.00%
14/05/2024 1.11% 38.45 CHF 38.90 CHF 1,900 1,900 1,921 1,921 69,892 CHF 70,672 CHF 99.97% 99.97%
13/05/2024 1.26% 37.90 CHF 38.40 CHF 1,700 1,700 1,700 1,700 67,018 CHF 67,868 CHF 100.00% 100.00%
10/05/2024 1.01% 44.60 CHF 45.05 CHF 1,900 1,900 1,900 1,900 84,183 CHF 85,038 CHF 99.99% 99.99%
08/05/2024 1.03% 37.75 CHF 38.15 CHF 2,000 2,000 2,000 2,000 76,941 CHF 77,741 CHF 99.25% 99.25%
07/05/2024 1.12% 36.40 CHF 36.80 CHF 2,000 2,000 2,014 2,014 71,319 CHF 72,125 CHF 95.29% 95.29%
06/05/2024 1.01% 35.75 CHF 36.10 CHF 2,200 2,200 2,200 2,200 75,749 CHF 76,519 CHF 100.00% 100.00%
03/05/2024 1.09% 32.90 CHF 33.25 CHF 2,400 2,400 2,400 2,400 76,404 CHF 77,244 CHF 99.86% 99.86%
02/05/2024 1.15% 30.55 CHF 30.90 CHF 2,500 2,500 2,476 2,476 74,682 CHF 75,549 CHF 99.98% 99.98%

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