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 0.59% 1.68 CHF 1.69 CHF 50,000 50,000 49,801 49,752 83,863 CHF 84,276 CHF 98.95% 98.95%
14/05/2024 0.62% 1.68 CHF 1.69 CHF 50,000 50,000 50,000 50,000 81,019 CHF 81,519 CHF 97.33% 97.33%
13/05/2024 0.67% 1.55 CHF 1.56 CHF 50,000 50,000 50,000 50,000 74,894 CHF 75,394 CHF 100.00% 100.00%
10/05/2024 0.66% 1.50 CHF 1.51 CHF 50,000 50,000 50,000 50,000 75,290 CHF 75,790 CHF 100.00% 100.00%
08/05/2024 0.66% 1.48 CHF 1.49 CHF 50,000 50,000 50,000 50,000 75,141 CHF 75,641 CHF 100.00% 100.00%
07/05/2024 0.69% 1.48 CHF 1.49 CHF 50,000 50,000 50,000 50,000 72,433 CHF 72,933 CHF 99.98% 99.98%
06/05/2024 0.70% 1.44 CHF 1.45 CHF 50,000 50,000 49,867 49,867 70,976 CHF 71,475 CHF 100.00% 100.00%
03/05/2024 1.14% 1.35 CHF 1.36 CHF 25,000 25,000 25,000 25,000 33,737 CHF 34,124 CHF 98.23% 98.23%
02/05/2024 1.20% 1.38 CHF 1.39 CHF 37,500 37,500 37,500 37,500 50,141 CHF 50,744 CHF 99.13% 99.13%
30/04/2024 1.10% 1.25 CHF 1.26 CHF 37,500 37,500 37,500 37,500 53,006 CHF 53,584 CHF 99.91% 99.91%

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