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 0.54% 1.86 CHF 1.87 CHF 50,000 50,000 49,801 49,752 92,462 CHF 92,867 CHF 98.95% 98.95%
14/05/2024 0.56% 1.85 CHF 1.86 CHF 50,000 50,000 50,000 50,000 89,627 CHF 90,127 CHF 97.32% 97.32%
13/05/2024 0.60% 1.72 CHF 1.73 CHF 50,000 50,000 50,000 50,000 83,520 CHF 84,020 CHF 100.00% 100.00%
10/05/2024 0.59% 1.67 CHF 1.68 CHF 50,000 50,000 50,000 50,000 83,927 CHF 84,427 CHF 100.00% 100.00%
08/05/2024 0.59% 1.66 CHF 1.67 CHF 50,000 50,000 50,000 50,000 83,791 CHF 84,291 CHF 100.00% 100.00%
07/05/2024 0.61% 1.66 CHF 1.67 CHF 50,000 50,000 50,000 50,000 81,090 CHF 81,590 CHF 99.98% 99.98%
06/05/2024 0.62% 1.62 CHF 1.63 CHF 50,000 50,000 49,867 49,867 79,602 CHF 80,101 CHF 100.00% 100.00%
03/05/2024 0.99% 1.52 CHF 1.53 CHF 25,000 25,000 25,000 25,000 38,047 CHF 38,427 CHF 98.61% 98.61%
02/05/2024 1.00% 1.55 CHF 1.57 CHF 37,500 37,500 37,500 37,500 56,613 CHF 57,179 CHF 99.13% 99.13%
30/04/2024 0.98% 1.42 CHF 1.44 CHF 37,500 37,500 37,500 37,500 59,452 CHF 60,034 CHF 99.93% 99.93%

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