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
10/05/2024 1.68% 1.18 CHF 1.20 CHF 50,000 25,000 49,973 25,000 59,361 CHF 30,201 CHF 91.95% 91.95%
08/05/2024 1.90% 1.07 CHF 1.09 CHF 50,000 25,000 50,000 25,000 52,720 CHF 26,866 CHF 98.66% 98.66%
07/05/2024 1.95% 1.07 CHF 1.09 CHF 50,000 25,000 50,981 25,000 52,230 CHF 26,136 CHF 98.39% 98.39%
06/05/2024 1.92% 1.02 CHF 1.04 CHF 50,000 25,000 50,000 25,000 52,073 CHF 26,542 CHF 100.00% 100.00%
03/05/2024 1.96% 1.01 CHF 1.03 CHF 50,000 25,000 54,170 25,000 54,063 CHF 25,497 CHF 98.52% 98.52%
02/05/2024 2.22% 0.86 CHF 0.88 CHF 60,000 25,000 60,425 25,000 53,260 CHF 22,540 CHF 98.73% 98.73%
30/04/2024 2.15% 0.86 CHF 0.88 CHF 60,000 25,000 60,000 25,000 54,655 CHF 23,267 CHF 100.00% 100.00%
29/04/2024 2.00% 0.94 CHF 0.96 CHF 60,000 25,000 58,694 25,000 57,366 CHF 24,940 CHF 99.54% 99.54%
26/04/2024 2.12% 0.98 CHF 1.00 CHF 60,000 25,000 60,000 25,000 55,735 CHF 23,720 CHF 95.37% 95.37%
25/04/2024 2.28% 0.89 CHF 0.91 CHF 60,000 25,000 61,769 25,000 53,243 CHF 22,074 CHF 96.56% 96.56%

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