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 0.90% 1.68 CHF 1.70 CHF 30,000 25,000 38,790 25,000 63,395 CHF 41,262 CHF 99.25% 99.25%
15/05/2024 0.91% 1.64 CHF 1.66 CHF 40,000 25,000 38,792 24,952 63,841 CHF 41,456 CHF 98.90% 98.90%
14/05/2024 0.97% 1.62 CHF 1.63 CHF 40,000 25,000 39,951 25,000 64,814 CHF 40,954 CHF 95.83% 95.83%
13/05/2024 0.96% 1.62 CHF 1.63 CHF 40,000 25,000 38,705 25,000 62,794 CHF 41,004 CHF 91.37% 91.37%
10/05/2024 1.02% 1.63 CHF 1.65 CHF 40,000 25,000 37,146 23,703 59,352 CHF 38,255 CHF 100.00% 100.00%
08/05/2024 1.08% 1.50 CHF 1.51 CHF 40,000 25,000 40,000 25,000 58,441 CHF 36,923 CHF 100.00% 100.00%
07/05/2024 1.01% 1.44 CHF 1.46 CHF 40,000 25,000 40,000 25,000 59,436 CHF 37,524 CHF 97.06% 97.06%
06/05/2024 1.08% 1.43 CHF 1.44 CHF 40,000 25,000 40,000 25,000 55,722 CHF 35,204 CHF 96.91% 96.91%
03/05/2024 1.08% 1.36 CHF 1.37 CHF 40,000 25,000 40,000 25,000 54,719 CHF 34,572 CHF 97.72% 97.72%
02/05/2024 1.12% 1.35 CHF 1.37 CHF 50,000 50,000 50,000 50,000 67,727 CHF 68,487 CHF 99.40% 99.40%

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