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 1.16% 0.87 CHF 0.88 CHF 40,000 40,000 39,929 39,929 34,463 CHF 34,863 CHF 99.82% 99.82%
14/05/2024 1.23% 0.82 CHF 0.83 CHF 40,000 40,000 39,977 39,977 32,422 CHF 32,822 CHF 99.75% 99.75%
13/05/2024 1.01% 0.96 CHF 0.97 CHF 40,000 40,000 40,000 40,000 39,443 CHF 39,843 CHF 99.94% 99.94%
10/05/2024 0.98% 1.04 CHF 1.05 CHF 40,000 40,000 40,000 40,000 40,502 CHF 40,902 CHF 100.00% 100.00%
08/05/2024 1.21% 0.86 CHF 0.87 CHF 40,000 40,000 40,000 40,000 33,050 CHF 33,450 CHF 99.08% 99.08%
07/05/2024 1.42% 0.78 CHF 0.79 CHF 40,000 40,000 39,931 39,931 28,094 CHF 28,494 CHF 100.00% 100.00%
06/05/2024 1.58% 0.67 CHF 0.68 CHF 50,000 50,000 50,000 50,000 31,477 CHF 31,977 CHF 100.00% 100.00%
03/05/2024 1.75% 0.53 CHF 0.54 CHF 50,000 50,000 50,000 50,000 28,346 CHF 28,846 CHF 99.99% 99.99%
02/05/2024 1.80% 0.52 CHF 0.53 CHF 50,000 50,000 50,000 50,000 27,601 CHF 28,101 CHF 99.99% 99.99%
30/04/2024 1.69% 0.57 CHF 0.58 CHF 50,000 50,000 50,000 50,000 29,428 CHF 29,928 CHF 100.00% 100.00%

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