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 0.88% 1.13 CHF 1.14 CHF 24,700 24,700 24,143 24,143 27,316 CHF 27,557 CHF 100.00% 100.00%
13/05/2024 0.92% 1.06 CHF 1.07 CHF 25,100 25,100 24,997 24,997 26,972 CHF 27,222 CHF 100.00% 100.00%
10/05/2024 0.91% 1.04 CHF 1.05 CHF 24,800 24,800 24,698 24,698 27,030 CHF 27,277 CHF 100.00% 100.00%
08/05/2024 1.00% 0.98 CHF 0.99 CHF 24,800 24,800 24,694 24,694 24,624 CHF 24,870 CHF 99.06% 99.06%
07/05/2024 0.94% 1.03 CHF 1.04 CHF 23,900 23,900 23,799 23,799 25,317 CHF 25,555 CHF 97.67% 97.67%
06/05/2024 0.88% 1.16 CHF 1.17 CHF 25,300 25,300 25,149 25,149 28,406 CHF 28,658 CHF 100.00% 100.00%
03/05/2024 0.95% 1.02 CHF 1.03 CHF 24,900 24,900 24,797 24,797 25,965 CHF 26,213 CHF 99.98% 99.98%
02/05/2024 0.99% 1.06 CHF 1.07 CHF 27,200 27,200 27,088 27,088 27,319 CHF 27,590 CHF 99.99% 99.99%
30/04/2024 1.01% 0.96 CHF 0.97 CHF 27,100 27,100 25,893 25,893 25,649 CHF 25,908 CHF 100.00% 100.00%
29/04/2024 1.04% 0.98 CHF 0.99 CHF 26,700 26,700 27,713 27,713 26,403 CHF 26,680 CHF 100.00% 100.00%

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