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 0.62% 1.61 CHF 1.62 CHF 58,000 58,000 57,023 57,023 92,271 CHF 92,842 CHF 100.00% 100.00%
10/05/2024 0.61% 1.65 CHF 1.66 CHF 56,000 56,000 56,400 56,400 91,983 CHF 92,547 CHF 100.00% 100.00%
08/05/2024 0.65% 1.55 CHF 1.56 CHF 58,000 58,000 58,000 58,000 88,578 CHF 89,158 CHF 99.09% 99.09%
07/05/2024 0.69% 1.50 CHF 1.51 CHF 58,000 58,000 58,696 58,696 85,343 CHF 85,931 CHF 99.94% 99.94%
06/05/2024 0.71% 1.43 CHF 1.44 CHF 60,000 60,000 60,000 60,000 84,324 CHF 84,924 CHF 100.00% 100.00%
03/05/2024 0.73% 1.34 CHF 1.35 CHF 60,000 60,000 60,000 60,000 81,785 CHF 82,385 CHF 99.98% 99.98%
02/05/2024 0.74% 1.33 CHF 1.34 CHF 60,000 60,000 60,000 60,000 80,843 CHF 81,443 CHF 100.00% 100.00%
30/04/2024 0.73% 1.35 CHF 1.36 CHF 60,000 60,000 59,963 59,963 81,993 CHF 82,593 CHF 100.00% 100.00%
29/04/2024 0.72% 1.39 CHF 1.40 CHF 60,000 60,000 60,000 60,000 82,679 CHF 83,279 CHF 100.00% 100.00%
26/04/2024 0.74% 1.34 CHF 1.35 CHF 60,000 60,000 60,000 60,000 80,404 CHF 81,004 CHF 99.58% 99.58%

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