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 0.69% 1.48 CHF 1.49 CHF 50,000 50,000 50,000 50,000 71,740 CHF 72,240 CHF 95.35% 95.35%
14/05/2024 0.70% 1.39 CHF 1.40 CHF 50,000 50,000 50,000 50,000 71,419 CHF 71,919 CHF 87.49% 87.49%
13/05/2024 1.21% 1.61 CHF 1.63 CHF 40,000 30,000 38,673 30,000 63,428 CHF 49,848 CHF 99.05% 99.05%
10/05/2024 0.57% 1.77 CHF 1.78 CHF 30,000 30,000 30,000 30,000 52,103 CHF 52,403 CHF 98.15% 98.15%
08/05/2024 0.57% 1.74 CHF 1.75 CHF 50,000 50,000 50,000 50,000 88,202 CHF 88,702 CHF 93.47% 93.47%
07/05/2024 1.18% 1.66 CHF 1.68 CHF 40,000 30,000 31,764 30,000 53,442 CHF 51,116 CHF 99.52% 99.52%
06/05/2024 1.15% 1.74 CHF 1.76 CHF 30,000 30,000 30,000 30,000 52,064 CHF 52,664 CHF 99.54% 99.54%
03/05/2024 1.09% 1.83 CHF 1.85 CHF 30,000 30,000 30,000 30,000 54,720 CHF 55,320 CHF 98.85% 98.85%
02/05/2024 1.04% 1.89 CHF 1.91 CHF 30,000 30,000 30,000 30,000 57,286 CHF 57,886 CHF 93.36% 93.36%
30/04/2024 0.56% 1.90 CHF 1.91 CHF 50,000 50,000 50,000 50,000 89,575 CHF 90,075 CHF 85.18% 85.18%

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