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
13/05/2024 0.55% 1.82 CHF 1.83 CHF 58,000 58,000 57,023 57,023 104,130 CHF 104,700 CHF 100.00% 100.00%
10/05/2024 0.54% 1.85 CHF 1.86 CHF 56,000 56,000 56,400 56,400 103,727 CHF 104,291 CHF 100.00% 100.00%
08/05/2024 0.57% 1.75 CHF 1.76 CHF 58,000 58,000 58,000 58,000 100,671 CHF 101,251 CHF 99.09% 99.09%
07/05/2024 0.60% 1.71 CHF 1.72 CHF 58,000 58,000 58,696 58,696 97,578 CHF 98,166 CHF 99.94% 99.94%
06/05/2024 0.62% 1.64 CHF 1.65 CHF 60,000 60,000 60,000 60,000 96,851 CHF 97,451 CHF 100.00% 100.00%
03/05/2024 0.63% 1.55 CHF 1.56 CHF 60,000 60,000 60,000 60,000 94,231 CHF 94,831 CHF 99.97% 99.97%
02/05/2024 0.64% 1.54 CHF 1.55 CHF 60,000 60,000 60,000 60,000 93,308 CHF 93,908 CHF 100.00% 100.00%
30/04/2024 0.63% 1.56 CHF 1.57 CHF 60,000 60,000 59,961 59,961 94,439 CHF 95,039 CHF 100.00% 100.00%
29/04/2024 0.63% 1.60 CHF 1.61 CHF 60,000 60,000 60,000 60,000 95,179 CHF 95,779 CHF 100.00% 100.00%
26/04/2024 0.64% 1.54 CHF 1.55 CHF 60,000 60,000 60,000 60,000 92,830 CHF 93,430 CHF 99.59% 99.59%

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