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 0.56% 1.80 CHF 1.81 CHF 50,000 50,000 49,801 49,752 89,649 CHF 90,057 CHF 98.95% 98.95%
14/05/2024 0.57% 1.80 CHF 1.81 CHF 50,000 50,000 50,000 50,000 86,821 CHF 87,321 CHF 97.32% 97.32%
13/05/2024 0.62% 1.66 CHF 1.67 CHF 50,000 50,000 50,000 50,000 80,692 CHF 81,192 CHF 100.00% 100.00%
10/05/2024 0.61% 1.62 CHF 1.63 CHF 50,000 50,000 50,000 50,000 81,104 CHF 81,604 CHF 100.00% 100.00%
08/05/2024 0.62% 1.60 CHF 1.61 CHF 50,000 50,000 50,000 50,000 80,971 CHF 81,471 CHF 100.00% 100.00%
07/05/2024 0.64% 1.60 CHF 1.61 CHF 50,000 50,000 50,000 50,000 78,259 CHF 78,759 CHF 99.98% 99.98%
06/05/2024 0.65% 1.56 CHF 1.57 CHF 50,000 50,000 49,867 49,867 76,744 CHF 77,244 CHF 100.00% 100.00%
03/05/2024 1.05% 1.46 CHF 1.48 CHF 25,000 25,000 25,000 25,000 36,634 CHF 37,021 CHF 98.02% 98.02%
02/05/2024 1.00% 1.50 CHF 1.51 CHF 37,500 37,500 37,500 37,500 54,515 CHF 55,064 CHF 99.13% 99.13%
30/04/2024 1.02% 1.36 CHF 1.38 CHF 37,500 37,500 37,500 37,500 57,337 CHF 57,919 CHF 99.87% 99.87%

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