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 0.50% 1.98 CHF 1.99 CHF 275,000 275,000 273,838 273,838 544,274 CHF 547,013 CHF 100.00% 100.00%
13/05/2024 0.49% 2.03 CHF 2.04 CHF 270,000 270,000 268,885 268,885 544,583 CHF 547,272 CHF 99.83% 99.83%
10/05/2024 0.50% 2.02 CHF 2.03 CHF 270,000 270,000 272,373 272,373 547,037 CHF 549,761 CHF 100.00% 100.00%
08/05/2024 0.53% 1.89 CHF 1.90 CHF 280,000 280,000 280,426 280,426 531,916 CHF 534,721 CHF 98.93% 98.93%
07/05/2024 0.55% 1.88 CHF 1.89 CHF 285,000 285,000 286,268 286,268 522,123 CHF 524,987 CHF 91.68% 91.68%
06/05/2024 0.54% 1.84 CHF 1.85 CHF 285,000 285,000 285,201 285,201 523,236 CHF 526,088 CHF 100.00% 100.00%
03/05/2024 0.56% 1.80 CHF 1.81 CHF 290,000 290,000 289,419 289,419 518,609 CHF 521,503 CHF 86.35% 86.35%
02/05/2024 0.56% 1.77 CHF 1.78 CHF 290,000 290,000 291,205 291,205 514,772 CHF 517,684 CHF 90.85% 90.85%
30/04/2024 0.55% 1.79 CHF 1.80 CHF 290,000 290,000 288,285 288,285 524,173 CHF 527,058 CHF 99.99% 99.99%
29/04/2024 0.66% 1.82 CHF 1.83 CHF 290,000 290,000 271,878 271,878 496,686 CHF 499,704 CHF 100.00% 100.00%

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