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 0.75% 1.28 CHF 1.29 CHF 46,000 46,000 45,963 45,963 61,985 CHF 62,445 CHF 100.00% 100.00%
14/05/2024 0.67% 1.55 CHF 1.56 CHF 48,000 48,000 47,222 47,222 71,388 CHF 71,860 CHF 99.32% 99.32%
13/05/2024 0.71% 1.44 CHF 1.45 CHF 47,000 47,000 46,514 46,514 66,096 CHF 66,562 CHF 100.00% 100.00%
10/05/2024 0.75% 1.37 CHF 1.38 CHF 46,000 46,000 45,690 45,690 61,477 CHF 61,935 CHF 93.39% 99.50%
08/05/2024 0.73% 1.41 CHF 1.42 CHF 46,000 46,000 45,936 45,936 63,206 CHF 63,665 CHF 99.40% 99.40%
07/05/2024 0.70% 1.42 CHF 1.43 CHF 46,000 46,000 45,880 45,880 66,212 CHF 66,671 CHF 99.75% 99.75%
06/05/2024 0.70% 1.47 CHF 1.48 CHF 47,000 47,000 45,634 45,634 65,712 CHF 66,169 CHF 98.68% 98.68%
03/05/2024 0.69% 1.43 CHF 1.44 CHF 46,000 46,000 45,780 45,780 66,064 CHF 66,522 CHF 97.72% 98.35%
02/05/2024 0.68% 1.51 CHF 1.52 CHF 47,000 47,000 46,609 46,609 68,576 CHF 69,042 CHF 99.50% 99.50%
30/04/2024 0.66% 1.53 CHF 1.54 CHF 47,000 47,000 46,874 46,874 70,766 CHF 71,235 CHF 99.42% 99.42%

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