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 2.69% 0.82 CHF 0.84 CHF 70,000 25,000 70,000 24,945 54,851 CHF 20,078 CHF 89.54% 89.54%
14/05/2024 2.55% 0.80 CHF 0.82 CHF 70,000 25,000 69,214 24,829 54,905 CHF 20,204 CHF 93.33% 93.33%
13/05/2024 2.69% 0.76 CHF 0.78 CHF 70,000 25,000 70,000 25,000 53,887 CHF 19,769 CHF 90.10% 90.10%
10/05/2024 2.53% 0.79 CHF 0.81 CHF 70,000 25,000 70,000 25,000 55,453 CHF 20,312 CHF 91.95% 91.95%
08/05/2024 2.77% 0.73 CHF 0.75 CHF 70,000 25,000 73,006 25,000 52,608 CHF 18,534 CHF 98.66% 98.66%
07/05/2024 2.82% 0.73 CHF 0.75 CHF 70,000 25,000 77,375 25,000 54,558 CHF 18,146 CHF 98.39% 98.39%
06/05/2024 2.78% 0.71 CHF 0.73 CHF 80,000 25,000 76,183 25,000 54,406 CHF 18,374 CHF 100.00% 100.00%
03/05/2024 2.79% 0.69 CHF 0.71 CHF 80,000 25,000 79,731 25,000 54,751 CHF 17,657 CHF 98.32% 98.32%
02/05/2024 3.14% 0.60 CHF 0.62 CHF 90,000 25,000 86,572 25,000 53,426 CHF 15,938 CHF 99.13% 99.13%
30/04/2024 3.05% 0.60 CHF 0.62 CHF 90,000 25,000 80,872 25,000 51,301 CHF 16,355 CHF 100.00% 100.00%

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