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 0.77% 1.31 CHF 1.32 CHF 450,000 150,000 450,000 150,000 584,408 CHF 196,303 CHF 85.70% 85.70%
13/05/2024 0.78% 1.27 CHF 1.28 CHF 450,000 150,000 450,000 150,000 578,034 CHF 194,178 CHF 76.65% 76.65%
10/05/2024 0.79% 1.25 CHF 1.26 CHF 450,000 150,000 450,000 150,000 566,455 CHF 190,318 CHF 84.54% 84.54%
08/05/2024 0.81% 1.23 CHF 1.24 CHF 450,000 150,000 450,000 150,000 553,664 CHF 186,055 CHF 85.35% 85.35%
07/05/2024 0.81% 1.24 CHF 1.25 CHF 450,000 150,000 450,000 150,000 555,901 CHF 186,800 CHF 95.15% 95.15%
06/05/2024 0.78% 1.27 CHF 1.28 CHF 450,000 150,000 450,000 150,000 576,161 CHF 193,554 CHF 81.55% 81.55%
03/05/2024 0.78% 1.28 CHF 1.29 CHF 450,000 150,000 450,000 150,000 573,158 CHF 192,553 CHF 96.98% 96.98%
02/05/2024 0.79% 1.26 CHF 1.27 CHF 450,000 150,000 450,000 150,000 568,685 CHF 191,062 CHF 97.93% 97.93%
30/04/2024 0.73% 1.30 CHF 1.31 CHF 450,000 150,000 450,000 150,000 614,488 CHF 206,329 CHF 95.17% 95.17%
29/04/2024 0.70% 1.43 CHF 1.44 CHF 450,000 150,000 450,000 150,000 643,977 CHF 216,159 CHF 86.59% 86.59%

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