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 1.10% 1.75 CHF 1.77 CHF 675,500 675,500 673,785 673,785 1,225,260 CHF 1,238,770 CHF 100.00% 100.00%
14/05/2024 1.06% 1.85 CHF 1.87 CHF 675,500 675,500 675,493 675,493 1,266,720 CHF 1,280,230 CHF 99.76% 99.76%
13/05/2024 1.09% 1.85 CHF 1.87 CHF 675,600 675,600 675,600 675,600 1,236,360 CHF 1,249,870 CHF 100.00% 100.00%
10/05/2024 1.07% 1.86 CHF 1.88 CHF 675,600 675,600 675,600 675,600 1,261,540 CHF 1,275,050 CHF 100.00% 100.00%
08/05/2024 1.04% 1.91 CHF 1.93 CHF 675,600 675,600 675,535 675,535 1,292,910 CHF 1,306,420 CHF 99.44% 99.44%
07/05/2024 1.03% 1.93 CHF 1.95 CHF 675,600 675,600 675,204 675,204 1,302,360 CHF 1,315,880 CHF 100.00% 100.00%
06/05/2024 1.02% 1.95 CHF 1.97 CHF 675,700 675,700 675,700 675,700 1,316,560 CHF 1,330,070 CHF 100.00% 100.00%
03/05/2024 0.99% 2.01 CHF 2.03 CHF 675,700 675,700 675,700 675,700 1,360,520 CHF 1,374,030 CHF 99.98% 99.98%
02/05/2024 0.95% 2.09 CHF 2.11 CHF 675,700 675,700 675,700 675,700 1,416,620 CHF 1,430,140 CHF 99.62% 99.62%
30/04/2024 0.96% 2.10 CHF 2.12 CHF 675,800 675,800 675,537 675,537 1,395,680 CHF 1,409,200 CHF 100.00% 100.00%

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