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 1.49% 0.64 CHF 0.65 CHF 1,000,000 1,000,000 997,980 997,980 669,190 CHF 679,190 CHF 99.63% 99.63%
14/05/2024 1.40% 0.68 CHF 0.69 CHF 1,000,000 1,000,000 999,867 999,867 707,278 CHF 717,278 CHF 99.77% 99.77%
13/05/2024 1.39% 0.71 CHF 0.72 CHF 1,000,000 1,000,000 1,000,000 1,000,000 715,310 CHF 725,310 CHF 100.00% 100.00%
10/05/2024 1.37% 0.74 CHF 0.75 CHF 1,000,000 1,000,000 1,000,000 1,000,000 727,598 CHF 737,598 CHF 99.57% 99.57%
08/05/2024 1.31% 0.76 CHF 0.77 CHF 1,000,000 1,000,000 999,963 999,963 757,424 CHF 767,424 CHF 98.96% 98.96%
07/05/2024 1.35% 0.73 CHF 0.74 CHF 1,000,000 1,000,000 999,644 999,644 736,793 CHF 746,793 CHF 99.45% 99.45%
06/05/2024 1.36% 0.73 CHF 0.74 CHF 1,000,000 1,000,000 1,000,000 1,000,000 730,475 CHF 740,475 CHF 100.00% 100.00%
03/05/2024 1.32% 0.74 CHF 0.75 CHF 1,000,000 1,000,000 1,000,000 1,000,000 750,990 CHF 760,990 CHF 99.43% 99.43%
02/05/2024 1.23% 0.81 CHF 0.82 CHF 1,000,000 1,000,000 1,000,000 1,000,000 805,718 CHF 815,718 CHF 100.00% 100.00%
30/04/2024 1.25% 0.82 CHF 0.83 CHF 1,000,000 1,000,000 999,614 999,614 795,643 CHF 805,643 CHF 99.16% 99.16%

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