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 0.57% 1.73 CHF 1.74 CHF 450,000 150,000 450,000 150,000 781,801 CHF 262,100 CHF 90.94% 90.94%
13/05/2024 0.60% 1.70 CHF 1.71 CHF 450,000 150,000 450,000 150,000 751,367 CHF 251,956 CHF 84.78% 84.78%
10/05/2024 0.61% 1.63 CHF 1.64 CHF 450,000 150,000 450,000 150,000 731,015 CHF 245,172 CHF 86.73% 86.73%
08/05/2024 0.63% 1.61 CHF 1.62 CHF 450,000 150,000 450,000 150,000 716,814 CHF 240,438 CHF 97.61% 97.61%
07/05/2024 0.59% 1.72 CHF 1.73 CHF 450,000 150,000 450,000 150,000 762,153 CHF 255,551 CHF 85.33% 85.33%
06/05/2024 0.59% 1.69 CHF 1.70 CHF 450,000 150,000 450,000 150,000 763,610 CHF 256,037 CHF 85.15% 85.15%
03/05/2024 0.60% 1.66 CHF 1.67 CHF 450,000 150,000 450,000 150,000 749,041 CHF 251,180 CHF 92.07% 92.07%
02/05/2024 0.60% 1.66 CHF 1.67 CHF 450,000 150,000 450,000 150,000 747,502 CHF 250,667 CHF 91.78% 91.78%
30/04/2024 0.58% 1.68 CHF 1.69 CHF 450,000 150,000 450,000 150,000 776,400 CHF 260,300 CHF 98.22% 98.22%
29/04/2024 0.54% 1.85 CHF 1.86 CHF 450,000 150,000 450,000 150,000 834,933 CHF 279,811 CHF 90.25% 90.25%

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