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 1.32% 0.73 CHF 0.74 CHF 1,000,000 1,000,000 997,974 997,974 755,503 CHF 765,503 CHF 99.73% 99.73%
14/05/2024 1.25% 0.77 CHF 0.78 CHF 1,000,000 1,000,000 999,889 999,889 794,475 CHF 804,475 CHF 99.78% 99.78%
13/05/2024 1.24% 0.80 CHF 0.81 CHF 1,000,000 1,000,000 1,000,000 1,000,000 802,188 CHF 812,188 CHF 100.00% 100.00%
10/05/2024 1.22% 0.82 CHF 0.83 CHF 1,000,000 1,000,000 1,000,000 1,000,000 813,522 CHF 823,522 CHF 99.57% 99.57%
08/05/2024 1.18% 0.85 CHF 0.86 CHF 1,000,000 1,000,000 999,977 999,977 844,495 CHF 854,495 CHF 98.95% 98.95%
07/05/2024 1.21% 0.81 CHF 0.82 CHF 1,000,000 1,000,000 999,809 999,809 824,213 CHF 834,213 CHF 99.28% 99.28%
06/05/2024 1.22% 0.82 CHF 0.83 CHF 1,000,000 1,000,000 1,000,000 1,000,000 816,815 CHF 826,815 CHF 100.00% 100.00%
03/05/2024 1.19% 0.82 CHF 0.83 CHF 1,000,000 1,000,000 1,000,000 1,000,000 838,389 CHF 848,389 CHF 99.42% 99.42%
02/05/2024 1.11% 0.90 CHF 0.91 CHF 1,000,000 1,000,000 1,000,000 1,000,000 893,426 CHF 903,426 CHF 100.00% 100.00%
30/04/2024 1.13% 0.91 CHF 0.92 CHF 1,000,000 1,000,000 999,602 999,602 882,567 CHF 892,567 CHF 99.16% 99.16%

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