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 1.30% 1.48 CHF 1.50 CHF 82,300 82,300 81,720 81,720 124,725 CHF 126,359 CHF 99.70% 99.70%
13/05/2024 1.21% 1.61 CHF 1.63 CHF 77,600 77,600 77,276 77,276 126,724 CHF 128,269 CHF 99.87% 99.87%
10/05/2024 1.13% 1.73 CHF 1.75 CHF 75,900 75,900 75,317 75,317 132,209 CHF 133,715 CHF 100.00% 100.00%
08/05/2024 1.16% 1.68 CHF 1.70 CHF 79,400 79,400 78,629 78,629 135,115 CHF 136,688 CHF 98.93% 98.93%
07/05/2024 1.21% 1.67 CHF 1.69 CHF 80,200 80,200 80,214 80,214 131,351 CHF 132,955 CHF 99.41% 99.41%
06/05/2024 1.21% 1.61 CHF 1.63 CHF 80,400 80,400 79,647 79,647 130,917 CHF 132,510 CHF 100.00% 100.00%
03/05/2024 1.21% 1.65 CHF 1.67 CHF 82,200 82,200 82,163 82,108 134,979 CHF 136,531 CHF 99.95% 99.95%
02/05/2024 1.23% 1.56 CHF 1.58 CHF 84,700 84,700 84,316 84,316 135,750 CHF 137,436 CHF 98.56% 98.56%
30/04/2024 1.27% 1.55 CHF 1.57 CHF 79,600 79,600 78,960 78,960 123,954 CHF 125,534 CHF 100.00% 100.00%
29/04/2024 1.53% 1.67 CHF 1.69 CHF 75,500 75,500 74,962 74,962 127,360 CHF 129,328 CHF 99.99% 99.99%

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