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 0.88% 1.13 CHF 1.14 CHF 450,000 150,000 450,000 150,000 506,677 CHF 170,392 CHF 89.83% 99.27%
14/05/2024 0.87% 1.14 CHF 1.15 CHF 450,000 150,000 450,000 150,000 513,442 CHF 172,647 CHF 96.28% 98.51%
13/05/2024 0.90% 1.11 CHF 1.12 CHF 450,000 150,000 450,000 150,000 498,116 CHF 167,539 CHF 98.51% 98.51%
10/05/2024 0.88% 1.10 CHF 1.11 CHF 450,000 150,000 450,000 150,000 506,937 CHF 170,479 CHF 94.81% 99.20%
08/05/2024 0.92% 1.14 CHF 1.15 CHF 450,000 150,000 450,000 150,000 487,680 CHF 164,060 CHF 98.41% 98.41%
07/05/2024 0.97% 1.07 CHF 1.08 CHF 450,000 150,000 450,000 150,000 462,804 CHF 155,768 CHF 98.94% 98.94%
06/05/2024 1.06% 1.00 CHF 1.01 CHF 450,000 150,000 450,000 150,000 424,091 CHF 142,864 CHF 98.51% 98.51%
03/05/2024 1.15% 0.90 CHF 0.91 CHF 450,000 150,000 450,000 150,000 389,423 CHF 131,308 CHF 98.03% 98.03%
02/05/2024 1.23% 0.85 CHF 0.86 CHF 450,000 150,000 551,899 183,966 445,893 CHF 150,471 CHF 98.86% 98.86%
30/04/2024 1.20% 0.80 CHF 0.81 CHF 600,000 200,000 471,316 157,105 389,270 CHF 131,328 CHF 98.70% 98.70%

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