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 0.55% 1.82 CHF 1.83 CHF 50,000 50,000 49,801 49,752 90,805 CHF 91,212 CHF 98.95% 98.95%
14/05/2024 0.57% 1.82 CHF 1.83 CHF 50,000 50,000 50,000 50,000 87,975 CHF 88,475 CHF 97.33% 97.33%
13/05/2024 0.61% 1.69 CHF 1.70 CHF 50,000 50,000 50,000 50,000 81,841 CHF 82,341 CHF 100.00% 100.00%
10/05/2024 0.61% 1.64 CHF 1.65 CHF 50,000 50,000 50,000 50,000 82,276 CHF 82,776 CHF 100.00% 100.00%
08/05/2024 0.61% 1.62 CHF 1.63 CHF 50,000 50,000 50,000 50,000 82,107 CHF 82,607 CHF 100.00% 100.00%
07/05/2024 0.63% 1.62 CHF 1.63 CHF 50,000 50,000 50,000 50,000 79,406 CHF 79,906 CHF 99.98% 99.98%
06/05/2024 0.64% 1.58 CHF 1.59 CHF 50,000 50,000 49,867 49,867 77,899 CHF 78,398 CHF 100.00% 100.00%
03/05/2024 1.07% 1.48 CHF 1.50 CHF 25,000 25,000 25,000 25,000 37,207 CHF 37,608 CHF 97.94% 97.94%
02/05/2024 1.05% 1.52 CHF 1.53 CHF 37,500 37,500 37,500 37,500 55,364 CHF 55,947 CHF 99.13% 99.13%
30/04/2024 1.00% 1.39 CHF 1.40 CHF 37,500 37,500 37,500 37,500 58,218 CHF 58,798 CHF 99.95% 99.95%

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