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 1.71% 0.56 CHF 0.57 CHF 1,000,000 1,000,000 997,988 997,988 582,624 CHF 592,624 CHF 99.64% 99.64%
14/05/2024 1.60% 0.60 CHF 0.61 CHF 1,000,000 1,000,000 999,886 999,886 619,935 CHF 629,935 CHF 99.78% 99.78%
13/05/2024 1.58% 0.63 CHF 0.64 CHF 1,000,000 1,000,000 1,000,000 1,000,000 628,411 CHF 638,411 CHF 100.00% 100.00%
10/05/2024 1.55% 0.65 CHF 0.66 CHF 1,000,000 1,000,000 1,000,000 1,000,000 640,355 CHF 650,355 CHF 99.57% 99.57%
08/05/2024 1.48% 0.67 CHF 0.68 CHF 1,000,000 1,000,000 999,978 999,978 671,386 CHF 681,386 CHF 98.95% 98.95%
07/05/2024 1.53% 0.64 CHF 0.65 CHF 1,000,000 1,000,000 999,500 999,500 650,008 CHF 660,008 CHF 99.45% 99.45%
06/05/2024 1.54% 0.64 CHF 0.65 CHF 1,000,000 1,000,000 1,000,000 1,000,000 644,991 CHF 654,991 CHF 100.00% 100.00%
03/05/2024 1.49% 0.65 CHF 0.66 CHF 1,000,000 1,000,000 1,000,000 1,000,000 665,133 CHF 675,133 CHF 99.40% 99.40%
02/05/2024 1.38% 0.72 CHF 0.73 CHF 1,000,000 1,000,000 1,000,000 1,000,000 718,929 CHF 728,929 CHF 99.99% 99.99%
30/04/2024 1.40% 0.73 CHF 0.74 CHF 1,000,000 1,000,000 999,614 999,614 708,804 CHF 718,804 CHF 99.16% 99.16%

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