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 0.62% 1.63 CHF 1.64 CHF 500,000 500,000 499,097 499,097 807,319 CHF 812,319 CHF 100.00% 100.00%
14/05/2024 0.59% 1.63 CHF 1.64 CHF 500,000 500,000 499,917 499,917 849,573 CHF 854,573 CHF 100.00% 100.00%
13/05/2024 0.58% 1.72 CHF 1.73 CHF 500,000 500,000 500,000 500,000 855,038 CHF 860,038 CHF 100.00% 100.00%
10/05/2024 0.55% 1.75 CHF 1.76 CHF 500,000 500,000 500,000 500,000 903,080 CHF 908,080 CHF 100.00% 100.00%
08/05/2024 0.61% 1.72 CHF 1.73 CHF 500,000 500,000 499,915 499,913 819,499 CHF 824,497 CHF 99.63% 99.63%
07/05/2024 0.59% 1.69 CHF 1.70 CHF 500,000 500,000 499,706 499,706 852,850 CHF 857,850 CHF 100.00% 100.00%
06/05/2024 0.57% 1.74 CHF 1.75 CHF 500,000 500,000 499,706 499,706 873,817 CHF 878,815 CHF 100.00% 100.00%
03/05/2024 0.56% 1.73 CHF 1.74 CHF 500,000 500,000 500,000 499,983 885,587 CHF 890,556 CHF 99.99% 99.99%
02/05/2024 0.55% 1.73 CHF 1.74 CHF 500,000 500,000 500,000 499,949 898,793 CHF 903,700 CHF 100.00% 100.00%
30/04/2024 0.48% 2.03 CHF 2.04 CHF 500,000 500,000 499,795 499,795 1,044,460 CHF 1,049,460 CHF 100.00% 100.00%

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