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 1.09% 0.90 CHF 0.91 CHF 450,000 150,000 450,000 150,000 409,930 CHF 138,143 CHF 99.19% 99.19%
13/05/2024 1.04% 0.96 CHF 0.97 CHF 450,000 150,000 450,000 150,000 432,060 CHF 145,520 CHF 95.24% 95.24%
10/05/2024 1.06% 0.96 CHF 0.97 CHF 450,000 150,000 450,000 150,000 423,830 CHF 142,777 CHF 98.98% 98.98%
08/05/2024 1.23% 0.80 CHF 0.81 CHF 450,000 150,000 450,000 150,000 363,721 CHF 122,740 CHF 99.07% 99.07%
07/05/2024 1.39% 0.78 CHF 0.79 CHF 450,000 150,000 450,000 150,000 323,212 CHF 109,237 CHF 99.09% 99.09%
06/05/2024 1.35% 0.74 CHF 0.75 CHF 450,000 150,000 450,000 150,000 330,052 CHF 111,517 CHF 99.03% 99.03%
03/05/2024 1.46% 0.70 CHF 0.71 CHF 450,000 150,000 450,000 150,000 306,703 CHF 103,734 CHF 99.07% 99.07%
02/05/2024 1.52% 0.66 CHF 0.67 CHF 450,000 150,000 450,000 150,000 293,846 CHF 99,449 CHF 98.83% 98.83%
30/04/2024 1.40% 0.68 CHF 0.69 CHF 450,000 150,000 450,000 150,000 320,159 CHF 108,220 CHF 99.12% 99.12%
29/04/2024 1.37% 0.72 CHF 0.73 CHF 450,000 150,000 450,000 150,000 326,487 CHF 110,329 CHF 99.09% 99.09%

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