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 1.18% 0.84 CHF 0.85 CHF 98,000 98,000 97,581 97,581 81,979 CHF 82,955 CHF 99.97% 99.97%
13/05/2024 1.31% 0.79 CHF 0.80 CHF 98,000 98,000 99,571 99,571 75,308 CHF 76,303 CHF 100.00% 100.00%
10/05/2024 1.41% 0.71 CHF 0.72 CHF 100,000 100,000 100,357 100,357 70,619 CHF 71,622 CHF 100.00% 100.00%
08/05/2024 1.49% 0.69 CHF 0.70 CHF 102,000 102,000 101,545 101,545 67,560 CHF 68,576 CHF 98.83% 98.83%
07/05/2024 1.26% 0.83 CHF 0.84 CHF 98,000 98,000 99,088 99,088 78,426 CHF 79,417 CHF 97.92% 97.92%
06/05/2024 1.24% 0.79 CHF 0.80 CHF 100,000 100,000 99,106 99,106 79,157 CHF 80,148 CHF 100.00% 100.00%
03/05/2024 1.31% 0.76 CHF 0.77 CHF 100,000 100,000 99,588 99,588 75,565 CHF 76,561 CHF 100.00% 100.00%
02/05/2024 1.32% 0.75 CHF 0.76 CHF 100,000 100,000 99,588 99,588 74,886 CHF 75,882 CHF 100.00% 100.00%
30/04/2024 1.20% 0.77 CHF 0.78 CHF 100,000 100,000 98,161 98,161 81,565 CHF 82,548 CHF 100.00% 100.00%
29/04/2024 1.00% 0.99 CHF 1.00 CHF 96,000 96,000 95,585 95,585 95,271 CHF 96,227 CHF 100.00% 100.00%

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