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
14/05/2024 1.45% 0.69 CHF 0.70 CHF 230,000 230,000 230,033 230,033 157,212 CHF 159,512 CHF 99.99% 99.99%
13/05/2024 1.47% 0.68 CHF 0.69 CHF 230,000 230,000 233,073 233,073 157,803 CHF 160,134 CHF 100.00% 100.00%
10/05/2024 1.43% 0.68 CHF 0.69 CHF 235,000 235,000 230,320 230,320 160,197 CHF 162,500 CHF 99.86% 99.86%
08/05/2024 1.59% 0.62 CHF 0.63 CHF 235,000 235,000 233,982 233,982 145,813 CHF 148,153 CHF 99.15% 99.15%
07/05/2024 1.58% 0.64 CHF 0.65 CHF 235,000 235,000 233,845 233,845 147,049 CHF 149,390 CHF 99.85% 99.85%
06/05/2024 1.55% 0.64 CHF 0.65 CHF 235,000 235,000 234,031 234,031 149,826 CHF 152,166 CHF 99.98% 99.98%
03/05/2024 1.56% 0.62 CHF 0.63 CHF 235,000 235,000 234,044 234,044 148,556 CHF 150,896 CHF 99.98% 99.98%
02/05/2024 1.55% 0.64 CHF 0.65 CHF 235,000 235,000 234,028 234,028 149,944 CHF 152,284 CHF 99.72% 99.72%
30/04/2024 1.62% 0.60 CHF 0.61 CHF 235,000 235,000 234,625 234,625 143,471 CHF 145,818 CHF 99.83% 99.83%
29/04/2024 1.50% 0.66 CHF 0.67 CHF 235,000 235,000 233,983 233,983 155,355 CHF 157,695 CHF 100.00% 100.00%

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