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 1.07% 0.93 CHF 0.94 CHF 98,000 98,000 97,569 97,569 91,132 CHF 92,108 CHF 100.00% 100.00%
13/05/2024 1.17% 0.89 CHF 0.90 CHF 98,000 98,000 99,571 99,571 84,714 CHF 85,710 CHF 100.00% 100.00%
10/05/2024 1.25% 0.80 CHF 0.81 CHF 100,000 100,000 100,357 100,357 80,101 CHF 81,105 CHF 100.00% 100.00%
08/05/2024 1.31% 0.78 CHF 0.79 CHF 102,000 102,000 101,546 101,546 77,117 CHF 78,133 CHF 98.83% 98.83%
07/05/2024 1.12% 0.92 CHF 0.93 CHF 98,000 98,000 99,088 99,088 87,744 CHF 88,736 CHF 97.91% 97.91%
06/05/2024 1.11% 0.88 CHF 0.89 CHF 100,000 100,000 99,106 99,106 88,434 CHF 89,426 CHF 100.00% 100.00%
03/05/2024 1.17% 0.85 CHF 0.86 CHF 100,000 100,000 99,588 99,588 84,855 CHF 85,851 CHF 100.00% 100.00%
02/05/2024 1.18% 0.84 CHF 0.85 CHF 100,000 100,000 99,588 99,588 84,251 CHF 85,247 CHF 100.00% 100.00%
30/04/2024 1.08% 0.86 CHF 0.87 CHF 100,000 100,000 98,158 98,158 90,732 CHF 91,714 CHF 100.00% 100.00%
29/04/2024 0.91% 1.08 CHF 1.09 CHF 96,000 96,000 95,585 95,585 104,183 CHF 105,139 CHF 100.00% 100.00%

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