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 1.62% 1.27 CHF 1.29 CHF 40,000 25,000 41,822 24,829 52,309 CHF 31,610 CHF 93.33% 93.33%
13/05/2024 1.71% 1.20 CHF 1.22 CHF 50,000 25,000 47,864 25,000 58,258 CHF 31,008 CHF 90.10% 90.10%
10/05/2024 1.65% 1.24 CHF 1.26 CHF 50,000 25,000 45,372 25,000 56,449 CHF 31,669 CHF 91.95% 91.95%
08/05/2024 1.78% 1.15 CHF 1.17 CHF 50,000 25,000 50,000 25,000 56,979 CHF 29,002 CHF 98.66% 98.66%
07/05/2024 1.79% 1.15 CHF 1.17 CHF 50,000 25,000 50,000 25,000 55,821 CHF 28,415 CHF 98.25% 98.25%
06/05/2024 1.76% 1.12 CHF 1.14 CHF 50,000 25,000 50,000 25,000 56,488 CHF 28,746 CHF 100.00% 100.00%
03/05/2024 1.75% 1.10 CHF 1.12 CHF 50,000 25,000 50,000 25,000 54,486 CHF 27,724 CHF 98.44% 98.44%
02/05/2024 1.96% 0.97 CHF 0.99 CHF 60,000 25,000 55,509 25,000 54,812 CHF 25,215 CHF 99.13% 99.13%
30/04/2024 1.95% 0.97 CHF 0.99 CHF 60,000 25,000 50,485 25,000 51,046 CHF 25,782 CHF 100.00% 100.00%
29/04/2024 1.82% 1.04 CHF 1.06 CHF 50,000 25,000 50,000 25,000 53,322 CHF 27,152 CHF 99.54% 99.54%

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