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 1.22% 0.82 CHF 0.83 CHF 225,000 225,000 225,000 225,000 183,284 CHF 185,534 CHF 91.39% 91.39%
13/05/2024 1.20% 0.83 CHF 0.84 CHF 225,000 225,000 225,000 225,000 186,763 CHF 189,013 CHF 100.00% 100.00%
10/05/2024 1.16% 0.84 CHF 0.85 CHF 225,000 225,000 225,000 225,000 192,550 CHF 194,800 CHF 99.80% 99.80%
08/05/2024 1.37% 0.72 CHF 0.73 CHF 225,000 225,000 225,000 225,000 163,235 CHF 165,485 CHF 100.00% 100.00%
07/05/2024 1.55% 0.70 CHF 0.71 CHF 225,000 225,000 225,092 225,092 144,369 CHF 146,620 CHF 100.00% 100.00%
06/05/2024 1.76% 0.58 CHF 0.59 CHF 250,000 250,000 250,000 250,000 140,774 CHF 143,274 CHF 100.00% 100.00%
03/05/2024 1.95% 0.51 CHF 0.52 CHF 250,000 250,000 250,000 250,000 127,113 CHF 129,613 CHF 95.57% 95.57%
02/05/2024 2.00% 0.49 CHF 0.50 CHF 250,000 250,000 250,000 250,000 123,701 CHF 126,201 CHF 100.00% 100.00%
30/04/2024 1.81% 0.50 CHF 0.51 CHF 250,000 250,000 250,000 250,000 136,743 CHF 139,243 CHF 100.00% 100.00%
29/04/2024 1.65% 0.59 CHF 0.60 CHF 250,000 250,000 250,000 250,000 150,011 CHF 152,511 CHF 100.00% 100.00%

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