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 0.61% 1.64 CHF 1.65 CHF 270,000 270,000 268,885 268,885 438,978 CHF 441,667 CHF 99.88% 99.88%
10/05/2024 0.62% 1.63 CHF 1.64 CHF 270,000 270,000 272,374 272,374 440,487 CHF 443,211 CHF 100.00% 100.00%
08/05/2024 0.66% 1.50 CHF 1.51 CHF 280,000 280,000 280,430 280,430 422,335 CHF 425,140 CHF 98.93% 98.93%
07/05/2024 0.70% 1.49 CHF 1.50 CHF 285,000 285,000 286,140 286,140 410,006 CHF 412,870 CHF 91.33% 91.33%
06/05/2024 0.69% 1.45 CHF 1.46 CHF 285,000 285,000 285,201 285,201 411,989 CHF 414,841 CHF 100.00% 100.00%
03/05/2024 0.71% 1.41 CHF 1.42 CHF 290,000 290,000 289,500 289,500 405,990 CHF 408,885 CHF 88.03% 88.03%
02/05/2024 0.72% 1.38 CHF 1.39 CHF 290,000 290,000 291,201 291,201 401,164 CHF 404,076 CHF 91.84% 91.84%
30/04/2024 0.70% 1.40 CHF 1.41 CHF 290,000 290,000 288,377 288,377 411,624 CHF 414,509 CHF 100.00% 100.00%
29/04/2024 0.84% 1.43 CHF 1.44 CHF 290,000 290,000 271,874 271,874 390,637 CHF 393,655 CHF 100.00% 100.00%
26/04/2024 0.71% 1.43 CHF 1.44 CHF 290,000 290,000 289,235 289,235 403,568 CHF 406,460 CHF 99.41% 99.41%

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