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 2.63% 1.09 CHF 1.16 CHF 20,000 20,000 73,242 73,242 84,335 CHF 85,467 CHF 97.97% 97.97%
14/05/2024 0.91% 1.16 CHF 1.17 CHF 100,000 100,000 98,953 98,953 117,401 CHF 118,407 CHF 97.88% 97.88%
13/05/2024 0.93% 1.19 CHF 1.20 CHF 100,000 100,000 98,506 98,506 117,619 CHF 118,627 CHF 99.99% 99.99%
10/05/2024 0.83% 1.22 CHF 1.23 CHF 100,000 100,000 100,000 100,000 120,596 CHF 121,596 CHF 98.68% 98.68%
08/05/2024 0.81% 1.24 CHF 1.25 CHF 100,000 100,000 100,000 100,000 123,706 CHF 124,706 CHF 100.00% 100.00%
07/05/2024 0.82% 1.21 CHF 1.22 CHF 100,000 100,000 100,000 100,000 121,657 CHF 122,657 CHF 99.87% 99.87%
06/05/2024 1.31% 1.21 CHF 1.22 CHF 100,000 100,000 92,150 92,150 111,318 CHF 112,356 CHF 100.00% 100.00%
03/05/2024 1.67% 1.21 CHF 1.22 CHF 100,000 100,000 85,957 85,957 106,039 CHF 107,108 CHF 97.32% 97.32%
02/05/2024 1.09% 1.29 CHF 1.30 CHF 100,000 100,000 94,456 94,456 121,475 CHF 122,503 CHF 99.47% 99.47%
30/04/2024 1.01% 1.31 CHF 1.32 CHF 100,000 100,000 95,985 95,985 122,639 CHF 123,659 CHF 98.40% 98.40%

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