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
16/05/2024 1.71% 0.58 CHF 0.59 CHF 130,300 130,300 128,380 128,380 74,612 CHF 75,897 CHF 100.00% 100.00%
15/05/2024 1.50% 0.65 CHF 0.66 CHF 128,300 128,300 127,449 127,449 84,920 CHF 86,198 CHF 100.00% 100.00%
14/05/2024 1.64% 0.64 CHF 0.65 CHF 140,900 140,900 141,537 141,537 85,823 CHF 87,238 CHF 100.00% 100.00%
13/05/2024 1.67% 0.58 CHF 0.59 CHF 139,400 139,400 138,257 138,257 82,170 CHF 83,553 CHF 100.00% 100.00%
10/05/2024 1.64% 0.59 CHF 0.60 CHF 137,900 137,900 136,920 136,920 82,633 CHF 84,002 CHF 100.00% 100.00%
08/05/2024 1.57% 0.63 CHF 0.64 CHF 125,800 125,800 125,904 125,904 79,709 CHF 80,968 CHF 99.09% 99.09%
07/05/2024 1.59% 0.64 CHF 0.65 CHF 149,700 149,700 150,459 150,459 93,750 CHF 95,254 CHF 99.53% 99.53%
06/05/2024 1.99% 0.53 CHF 0.54 CHF 177,200 177,200 179,868 179,868 89,620 CHF 91,419 CHF 100.00% 100.00%
03/05/2024 2.25% 0.44 CHF 0.45 CHF 199,700 199,700 200,786 200,786 88,141 CHF 90,149 CHF 99.99% 99.99%
02/05/2024 2.41% 0.41 CHF 0.42 CHF 207,200 207,200 205,380 205,380 84,410 CHF 86,463 CHF 99.99% 99.99%

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