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
14/05/2024 1.04% 1.99 CHF 2.01 CHF 30,000 25,000 29,761 24,829 58,609 CHF 49,406 CHF 93.33% 93.33%
13/05/2024 1.08% 1.90 CHF 1.92 CHF 30,000 25,000 30,000 25,000 57,704 CHF 48,609 CHF 90.10% 90.10%
10/05/2024 1.04% 1.95 CHF 1.97 CHF 30,000 25,000 30,000 25,000 58,621 CHF 49,359 CHF 91.95% 91.95%
08/05/2024 1.13% 1.82 CHF 1.84 CHF 30,000 25,000 30,000 25,000 54,083 CHF 45,583 CHF 98.66% 98.66%
07/05/2024 1.14% 1.82 CHF 1.84 CHF 30,000 25,000 30,000 25,000 53,095 CHF 44,753 CHF 98.39% 98.39%
06/05/2024 1.12% 1.77 CHF 1.79 CHF 30,000 25,000 30,000 25,000 53,591 CHF 45,161 CHF 100.00% 100.00%
03/05/2024 1.11% 1.74 CHF 1.76 CHF 30,000 25,000 30,267 25,000 52,334 CHF 43,726 CHF 98.03% 98.03%
02/05/2024 1.21% 1.56 CHF 1.58 CHF 40,000 25,000 40,000 25,000 63,568 CHF 40,213 CHF 98.69% 98.69%
30/04/2024 1.21% 1.56 CHF 1.58 CHF 40,000 25,000 39,995 25,000 64,725 CHF 40,951 CHF 100.00% 100.00%
29/04/2024 1.16% 1.66 CHF 1.68 CHF 40,000 25,000 31,817 25,000 53,781 CHF 42,801 CHF 99.54% 99.54%

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