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 2.05% 0.48 CHF 0.49 CHF 80,200 80,200 78,760 78,760 38,478 CHF 39,266 CHF 98.83% 98.83%
14/05/2024 2.08% 0.48 CHF 0.49 CHF 79,900 79,900 79,678 79,678 38,048 CHF 38,845 CHF 98.77% 98.77%
13/05/2024 2.08% 0.47 CHF 0.48 CHF 80,100 80,100 78,902 78,902 37,983 CHF 38,773 CHF 99.50% 99.50%
10/05/2024 2.22% 0.45 CHF 0.46 CHF 81,100 81,100 80,027 80,027 36,028 CHF 36,829 CHF 99.51% 99.51%
08/05/2024 2.51% 0.39 CHF 0.40 CHF 83,500 83,500 82,963 82,963 32,886 CHF 33,716 CHF 98.99% 99.66%
07/05/2024 2.20% 0.46 CHF 0.47 CHF 80,500 80,500 79,938 79,938 36,327 CHF 37,127 CHF 99.85% 99.85%
06/05/2024 2.25% 0.43 CHF 0.44 CHF 82,000 82,000 80,094 80,094 35,578 CHF 36,379 CHF 98.49% 98.49%
03/05/2024 2.22% 0.46 CHF 0.47 CHF 80,600 80,600 80,089 80,089 36,013 CHF 36,815 CHF 99.28% 99.28%
02/05/2024 2.68% 0.38 CHF 0.39 CHF 84,200 84,200 84,153 84,153 31,198 CHF 32,040 CHF 99.42% 99.42%
30/04/2024 2.70% 0.35 CHF 0.36 CHF 86,000 86,000 84,153 84,153 31,122 CHF 31,965 CHF 100.00% 100.00%

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