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 0.68% 1.53 CHF 1.54 CHF 80,000 80,000 79,866 79,866 117,233 CHF 118,033 CHF 99.92% 99.92%
14/05/2024 0.70% 1.45 CHF 1.46 CHF 80,000 80,000 80,000 80,000 113,292 CHF 114,092 CHF 99.74% 99.74%
13/05/2024 0.70% 1.44 CHF 1.45 CHF 80,000 80,000 80,000 80,000 114,363 CHF 115,163 CHF 100.00% 100.00%
10/05/2024 0.68% 1.42 CHF 1.43 CHF 90,000 90,000 90,000 90,000 131,577 CHF 132,477 CHF 100.00% 100.00%
08/05/2024 0.83% 1.21 CHF 1.22 CHF 90,000 90,000 89,986 89,986 108,139 CHF 109,039 CHF 99.67% 99.67%
07/05/2024 0.99% 1.12 CHF 1.13 CHF 100,000 100,000 99,926 99,926 100,858 CHF 101,858 CHF 99.75% 99.75%
06/05/2024 1.15% 0.89 CHF 0.90 CHF 110,000 110,000 110,000 110,000 95,638 CHF 96,738 CHF 100.00% 100.00%
03/05/2024 1.28% 0.76 CHF 0.77 CHF 120,000 120,000 120,000 120,000 92,939 CHF 94,139 CHF 99.87% 99.87%
02/05/2024 1.35% 0.73 CHF 0.74 CHF 110,000 110,000 110,000 110,000 81,263 CHF 82,363 CHF 99.61% 99.61%
30/04/2024 1.07% 0.80 CHF 0.81 CHF 100,000 100,000 99,983 99,983 93,224 CHF 94,224 CHF 100.00% 100.00%

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