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% 1.71 CHF 1.72 CHF 50,000 50,000 49,801 49,752 84,946 CHF 85,359 CHF 98.95% 98.95%
14/05/2024 0.61% 1.70 CHF 1.71 CHF 50,000 50,000 50,000 50,000 82,079 CHF 82,579 CHF 97.27% 97.27%
13/05/2024 0.66% 1.57 CHF 1.58 CHF 50,000 50,000 50,000 50,000 75,966 CHF 76,466 CHF 100.00% 100.00%
10/05/2024 0.65% 1.52 CHF 1.53 CHF 50,000 50,000 50,000 50,000 76,377 CHF 76,877 CHF 100.00% 100.00%
08/05/2024 0.65% 1.51 CHF 1.52 CHF 50,000 50,000 50,000 50,000 76,262 CHF 76,762 CHF 100.00% 100.00%
07/05/2024 0.68% 1.50 CHF 1.51 CHF 50,000 50,000 50,000 50,000 73,524 CHF 74,024 CHF 99.98% 99.98%
06/05/2024 0.69% 1.46 CHF 1.47 CHF 50,000 50,000 49,867 49,867 72,056 CHF 72,555 CHF 100.00% 100.00%
03/05/2024 1.11% 1.37 CHF 1.38 CHF 25,000 25,000 25,000 25,000 34,270 CHF 34,652 CHF 98.59% 98.59%
02/05/2024 1.18% 1.40 CHF 1.42 CHF 37,500 37,500 37,500 37,500 50,939 CHF 51,544 CHF 99.10% 99.10%
30/04/2024 1.08% 1.27 CHF 1.28 CHF 37,500 37,500 37,500 37,500 53,807 CHF 54,383 CHF 99.95% 99.95%

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