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 0.20% 1.57 CHF 1.57 CHF 25,000 25,000 25,000 25,000 37,341 CHF 37,416 CHF 98.28% 98.28%
14/05/2024 0.19% 1.56 CHF 1.56 CHF 25,000 25,000 25,000 25,000 38,815 CHF 38,890 CHF 99.95% 99.95%
13/05/2024 0.20% 1.51 CHF 1.52 CHF 25,000 25,000 25,000 25,000 38,364 CHF 38,439 CHF 100.00% 100.00%
10/05/2024 0.19% 1.55 CHF 1.56 CHF 25,000 25,000 25,000 25,000 40,211 CHF 40,286 CHF 98.59% 98.59%
08/05/2024 0.19% 1.60 CHF 1.60 CHF 25,000 25,000 25,000 25,000 40,057 CHF 40,132 CHF 100.00% 100.00%
07/05/2024 0.20% 1.59 CHF 1.59 CHF 25,000 25,000 25,144 25,144 38,201 CHF 38,279 CHF 100.00% 100.00%
06/05/2024 0.65% 1.54 CHF 1.55 CHF 50,000 50,000 50,000 50,000 77,160 CHF 77,660 CHF 100.00% 100.00%
03/05/2024 0.64% 1.55 CHF 1.56 CHF 50,000 50,000 50,000 50,000 78,401 CHF 78,901 CHF 99.90% 99.90%
02/05/2024 0.68% 1.43 CHF 1.44 CHF 50,000 50,000 50,000 50,000 73,411 CHF 73,911 CHF 99.99% 99.99%
30/04/2024 0.66% 1.47 CHF 1.48 CHF 50,000 50,000 50,000 50,000 75,966 CHF 76,466 CHF 99.99% 99.99%

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