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 - 0.98 CHF - CHF 450,000 0 0 0 0 CHF 0 CHF 0.00% 99.15%
14/05/2024 - 0.99 CHF - CHF 450,000 0 0 0 0 CHF 0 CHF 0.00% 98.67%
13/05/2024 - 0.96 CHF - CHF 450,000 0 0 0 0 CHF 0 CHF 0.00% 98.83%
10/05/2024 - 0.94 CHF - CHF 450,000 0 0 0 0 CHF 0 CHF 0.00% 99.14%
08/05/2024 1.09% 0.99 CHF 0.94 CHF 450,000 150,000 450,000 150,000 411,605 CHF 138,702 CHF 79.48% 98.52%
07/05/2024 1.14% 0.92 CHF 0.93 CHF 450,000 150,000 450,000 150,000 392,804 CHF 132,435 CHF 98.91% 98.91%
06/05/2024 1.27% 0.84 CHF 0.85 CHF 450,000 150,000 450,000 150,000 353,668 CHF 119,389 CHF 98.52% 98.52%
03/05/2024 1.40% 0.75 CHF 0.76 CHF 450,000 150,000 450,000 150,000 318,926 CHF 107,809 CHF 98.54% 98.54%
02/05/2024 1.53% 0.69 CHF 0.70 CHF 450,000 150,000 552,637 184,212 359,021 CHF 121,516 CHF 98.90% 98.90%
30/04/2024 1.49% 0.64 CHF 0.65 CHF 600,000 200,000 467,799 155,933 311,598 CHF 105,425 CHF 98.69% 98.69%

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