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
15/05/2024 0.71% 1.40 CHF 1.41 CHF 500,000 100,000 500,000 100,000 701,898 CHF 141,380 CHF 99.07% 99.07%
14/05/2024 0.73% 1.38 CHF 1.39 CHF 500,000 100,000 500,000 100,000 678,802 CHF 136,760 CHF 99.27% 99.27%
13/05/2024 0.73% 1.36 CHF 1.37 CHF 500,000 100,000 500,000 100,000 680,750 CHF 137,150 CHF 98.47% 98.47%
10/05/2024 0.73% 1.36 CHF 1.37 CHF 500,000 100,000 500,000 100,000 685,940 CHF 138,188 CHF 99.27% 99.27%
08/05/2024 0.75% 1.32 CHF 1.33 CHF 500,000 100,000 500,000 100,000 661,615 CHF 133,323 CHF 99.27% 99.27%
07/05/2024 0.74% 1.34 CHF 1.35 CHF 500,000 100,000 500,000 100,000 669,076 CHF 134,815 CHF 99.27% 99.27%
06/05/2024 0.78% 1.28 CHF 1.29 CHF 500,000 100,000 500,000 100,000 640,726 CHF 129,145 CHF 99.27% 99.27%
03/05/2024 0.79% 1.23 CHF 1.24 CHF 500,000 100,000 500,000 100,000 633,925 CHF 127,785 CHF 99.17% 99.17%
02/05/2024 0.82% 1.19 CHF 1.20 CHF 500,000 100,000 500,000 100,000 604,381 CHF 121,876 CHF 99.27% 99.27%
30/04/2024 0.80% 1.23 CHF 1.24 CHF 500,000 100,000 500,000 100,000 619,333 CHF 124,867 CHF 99.27% 99.27%

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