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 5.44% 13.89 CHF 14.62 CHF 24,900 24,900 24,900 24,900 325,842 CHF 344,045 CHF 99.77% 99.77%
13/05/2024 5.46% 13.91 CHF 14.72 CHF 22,500 22,500 22,500 22,500 325,066 CHF 343,291 CHF 100.00% 100.00%
10/05/2024 5.31% 13.60 CHF 14.34 CHF 24,700 24,700 24,700 24,700 335,107 CHF 353,385 CHF 100.00% 100.00%
08/05/2024 5.22% 12.78 CHF 13.45 CHF 27,300 27,300 27,297 27,297 341,381 CHF 359,672 CHF 99.44% 99.44%
07/05/2024 5.26% 12.04 CHF 12.69 CHF 28,300 28,300 28,283 28,283 340,792 CHF 359,187 CHF 100.00% 100.00%
06/05/2024 4.83% 11.62 CHF 12.19 CHF 32,200 32,200 32,200 32,200 371,139 CHF 389,493 CHF 100.00% 100.00%
03/05/2024 4.52% 10.42 CHF 10.90 CHF 38,500 38,500 38,500 38,500 400,051 CHF 418,521 CHF 99.96% 99.96%
02/05/2024 4.34% 9.44 CHF 9.85 CHF 45,400 45,400 45,400 45,400 419,516 CHF 438,130 CHF 99.63% 99.63%
30/04/2024 4.82% 9.47 CHF 9.96 CHF 37,600 37,600 37,586 37,586 373,379 CHF 391,803 CHF 100.00% 100.00%
29/04/2024 4.78% 10.05 CHF 10.51 CHF 40,500 40,500 40,492 40,492 380,703 CHF 399,333 CHF 99.63% 99.63%

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