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
10/05/2024 0.53% 1.90 CHF 1.91 CHF 50,000 50,000 50,000 50,000 94,903 CHF 95,403 CHF 96.01% 96.01%
08/05/2024 0.53% 1.89 CHF 1.90 CHF 50,000 50,000 50,000 50,000 93,684 CHF 94,184 CHF 99.38% 99.38%
07/05/2024 0.55% 1.76 CHF 1.77 CHF 50,000 50,000 50,000 50,000 90,363 CHF 90,863 CHF 99.22% 99.22%
06/05/2024 0.50% 1.96 CHF 1.97 CHF 50,000 50,000 50,000 50,000 99,730 CHF 100,230 CHF 99.20% 99.20%
03/05/2024 0.48% 2.03 CHF 2.04 CHF 50,000 50,000 50,000 50,000 102,898 CHF 103,398 CHF 99.38% 99.38%
02/05/2024 0.50% 2.04 CHF 2.05 CHF 50,000 50,000 50,000 50,000 100,288 CHF 100,788 CHF 99.39% 99.39%
30/04/2024 0.52% 1.96 CHF 1.97 CHF 50,000 50,000 50,000 50,000 96,112 CHF 96,612 CHF 99.43% 99.43%
29/04/2024 0.53% 1.86 CHF 1.87 CHF 50,000 50,000 50,000 50,000 93,330 CHF 93,830 CHF 99.31% 99.31%
26/04/2024 0.53% 1.87 CHF 1.88 CHF 50,000 50,000 50,000 50,000 94,739 CHF 95,239 CHF 97.24% 97.24%
25/04/2024 0.53% 1.92 CHF 1.93 CHF 50,000 50,000 50,000 50,000 94,785 CHF 95,285 CHF 83.98% 83.98%

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