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 0.57% 1.76 CHF 1.77 CHF 50,000 50,000 49,801 49,752 87,641 CHF 88,051 CHF 98.95% 98.95%
14/05/2024 0.59% 1.76 CHF 1.77 CHF 50,000 50,000 50,000 50,000 84,789 CHF 85,289 CHF 97.32% 97.32%
13/05/2024 0.63% 1.62 CHF 1.63 CHF 50,000 50,000 50,000 50,000 78,662 CHF 79,162 CHF 100.00% 100.00%
10/05/2024 0.63% 1.58 CHF 1.59 CHF 50,000 50,000 50,000 50,000 79,084 CHF 79,584 CHF 100.00% 100.00%
08/05/2024 0.63% 1.56 CHF 1.57 CHF 50,000 50,000 50,000 50,000 78,946 CHF 79,446 CHF 100.00% 100.00%
07/05/2024 0.65% 1.56 CHF 1.57 CHF 50,000 50,000 50,000 50,000 76,236 CHF 76,736 CHF 99.98% 99.98%
06/05/2024 0.67% 1.52 CHF 1.53 CHF 50,000 50,000 49,867 49,867 74,750 CHF 75,250 CHF 100.00% 100.00%
03/05/2024 1.07% 1.42 CHF 1.44 CHF 25,000 25,000 25,000 25,000 35,625 CHF 36,009 CHF 98.14% 98.14%
02/05/2024 1.04% 1.45 CHF 1.47 CHF 37,500 37,500 37,500 37,500 52,994 CHF 53,548 CHF 99.13% 99.13%
30/04/2024 1.05% 1.32 CHF 1.34 CHF 37,500 37,500 37,500 37,500 55,833 CHF 56,416 CHF 99.92% 99.92%

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