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 0.55% 1.91 CHF 1.92 CHF 130,000 130,000 75,187 75,187 141,547 CHF 142,302 CHF 86.48% 86.48%
13/05/2024 0.60% 1.75 CHF 1.76 CHF 140,000 140,000 76,128 76,128 131,384 CHF 132,148 CHF 95.70% 95.70%
10/05/2024 0.55% 1.84 CHF 1.85 CHF 140,000 140,000 77,860 77,860 145,784 CHF 146,565 CHF 96.42% 96.42%
08/05/2024 0.53% 1.93 CHF 1.94 CHF 130,000 130,000 75,157 75,157 145,931 CHF 146,685 CHF 96.25% 96.25%
07/05/2024 0.55% 1.98 CHF 1.99 CHF 130,000 130,000 75,120 75,120 141,567 CHF 142,321 CHF 96.83% 96.83%
06/05/2024 0.57% 1.80 CHF 1.81 CHF 140,000 140,000 78,535 78,535 141,824 CHF 142,612 CHF 94.19% 94.19%
03/05/2024 0.57% 1.69 CHF 1.70 CHF 140,000 140,000 78,311 78,311 139,327 CHF 140,112 CHF 88.60% 88.60%
02/05/2024 0.59% 1.74 CHF 1.75 CHF 140,000 140,000 76,392 76,392 132,454 CHF 133,221 CHF 95.50% 95.50%
30/04/2024 0.57% 1.76 CHF 1.77 CHF 140,000 140,000 77,047 77,047 138,131 CHF 138,904 CHF 92.89% 92.89%
29/04/2024 0.52% 1.85 CHF 1.86 CHF 140,000 140,000 75,129 75,129 146,095 CHF 146,849 CHF 95.04% 95.04%

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