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
14/05/2024 1.40% 0.91 CHF 0.92 CHF 60,000 50,000 57,458 48,184 51,666 CHF 43,906 CHF 99.35% 99.35%
13/05/2024 2.18% 0.89 CHF 0.91 CHF 25,000 25,000 25,000 25,000 22,676 CHF 23,176 CHF 100.00% 100.00%
10/05/2024 2.34% 0.84 CHF 0.86 CHF 37,500 37,500 37,500 37,500 31,669 CHF 32,419 CHF 98.77% 98.77%
08/05/2024 2.92% 0.73 CHF 0.75 CHF 25,000 25,000 26,344 25,747 19,490 CHF 19,561 CHF 98.88% 98.88%
07/05/2024 1.44% 0.87 CHF 0.88 CHF 75,000 75,000 75,000 75,000 64,101 CHF 65,029 CHF 98.60% 98.60%
06/05/2024 1.19% 0.80 CHF 0.81 CHF 70,000 50,000 62,514 50,000 52,335 CHF 42,413 CHF 100.00% 100.00%
03/05/2024 1.17% 0.86 CHF 0.87 CHF 75,000 75,000 75,000 75,000 63,560 CHF 64,310 CHF 98.64% 98.64%
02/05/2024 1.44% 0.71 CHF 0.72 CHF 80,000 75,000 78,518 75,000 54,126 CHF 52,499 CHF 99.13% 99.13%
30/04/2024 1.45% 0.65 CHF 0.66 CHF 80,000 75,000 80,000 75,000 54,858 CHF 52,180 CHF 100.00% 100.00%
29/04/2024 1.45% 0.70 CHF 0.71 CHF 80,000 75,000 79,973 75,000 54,864 CHF 52,203 CHF 100.00% 100.00%

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