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 0.63% 1.58 CHF 1.59 CHF 50,000 50,000 49,901 49,752 78,630 CHF 78,891 CHF 98.95% 98.95%
14/05/2024 0.66% 1.57 CHF 1.58 CHF 50,000 50,000 50,000 50,000 75,579 CHF 76,079 CHF 97.28% 97.28%
13/05/2024 0.72% 1.44 CHF 1.45 CHF 50,000 50,000 50,000 50,000 69,466 CHF 69,966 CHF 100.00% 100.00%
10/05/2024 0.71% 1.39 CHF 1.40 CHF 50,000 50,000 50,000 50,000 69,901 CHF 70,401 CHF 100.00% 100.00%
08/05/2024 0.71% 1.38 CHF 1.39 CHF 50,000 50,000 50,000 50,000 69,762 CHF 70,262 CHF 100.00% 100.00%
07/05/2024 0.74% 1.38 CHF 1.39 CHF 50,000 50,000 50,000 50,000 67,067 CHF 67,567 CHF 99.98% 99.98%
06/05/2024 0.76% 1.33 CHF 1.34 CHF 50,000 50,000 49,867 49,867 65,573 CHF 66,072 CHF 100.00% 100.00%
03/05/2024 1.24% 1.24 CHF 1.25 CHF 25,000 25,000 25,000 25,000 31,030 CHF 31,416 CHF 98.61% 98.61%
02/05/2024 1.26% 1.27 CHF 1.29 CHF 37,500 37,500 37,500 37,500 46,093 CHF 46,676 CHF 98.70% 98.70%
30/04/2024 1.15% 1.14 CHF 1.15 CHF 37,500 37,500 37,500 37,500 48,955 CHF 49,513 CHF 99.89% 99.89%

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