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 0.96% 1.04 CHF 1.05 CHF 98,000 98,000 97,570 97,570 101,339 CHF 102,315 CHF 99.97% 99.97%
13/05/2024 1.04% 0.99 CHF 1.00 CHF 98,000 98,000 99,571 99,571 95,059 CHF 96,055 CHF 100.00% 100.00%
10/05/2024 1.10% 0.91 CHF 0.92 CHF 100,000 100,000 100,357 100,357 90,486 CHF 91,489 CHF 100.00% 100.00%
08/05/2024 1.15% 0.89 CHF 0.90 CHF 102,000 102,000 101,547 101,547 87,688 CHF 88,704 CHF 98.83% 98.83%
07/05/2024 1.01% 1.03 CHF 1.04 CHF 98,000 98,000 99,084 99,084 98,045 CHF 99,037 CHF 97.91% 97.91%
06/05/2024 1.00% 0.99 CHF 1.00 CHF 100,000 100,000 99,106 99,106 98,749 CHF 99,740 CHF 100.00% 100.00%
03/05/2024 1.04% 0.96 CHF 0.97 CHF 100,000 100,000 99,588 99,588 95,203 CHF 96,199 CHF 99.98% 99.98%
02/05/2024 1.05% 0.95 CHF 0.96 CHF 100,000 100,000 99,588 99,588 94,536 CHF 95,532 CHF 100.00% 100.00%
30/04/2024 0.97% 0.96 CHF 0.97 CHF 100,000 100,000 98,158 98,158 100,929 CHF 101,911 CHF 99.99% 99.99%
29/04/2024 0.83% 1.19 CHF 1.20 CHF 96,000 96,000 95,585 95,585 114,135 CHF 115,091 CHF 100.00% 100.00%

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