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 1.21% 0.82 CHF 0.83 CHF 124,300 124,300 124,296 124,296 102,469 CHF 103,712 CHF 100.00% 100.00%
13/05/2024 1.20% 0.84 CHF 0.85 CHF 129,100 129,100 129,100 129,100 107,131 CHF 108,422 CHF 100.00% 100.00%
10/05/2024 1.25% 0.82 CHF 0.83 CHF 129,700 129,700 129,382 129,382 103,273 CHF 104,567 CHF 100.00% 100.00%
08/05/2024 1.24% 0.80 CHF 0.81 CHF 130,100 130,100 130,071 130,071 104,066 CHF 105,367 CHF 99.24% 99.24%
07/05/2024 1.19% 0.81 CHF 0.82 CHF 123,800 123,800 124,084 124,084 103,858 CHF 105,099 CHF 97.61% 97.61%
06/05/2024 1.18% 0.84 CHF 0.85 CHF 124,200 124,200 125,399 125,399 105,528 CHF 106,782 CHF 100.00% 100.00%
03/05/2024 1.20% 0.84 CHF 0.85 CHF 112,400 112,400 112,905 112,905 93,637 CHF 94,766 CHF 99.97% 99.97%
02/05/2024 1.13% 0.90 CHF 0.91 CHF 120,200 120,200 120,225 120,225 106,141 CHF 107,343 CHF 99.99% 99.99%
30/04/2024 1.15% 0.89 CHF 0.90 CHF 123,900 123,900 123,167 123,167 106,247 CHF 107,479 CHF 100.00% 100.00%
29/04/2024 1.22% 0.86 CHF 0.87 CHF 134,400 134,400 131,961 131,961 109,505 CHF 110,827 CHF 99.99% 99.99%

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