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 5.43% 1.61 CHF 1.66 CHF 40,000 20,000 39,862 7,493 63,625 CHF 12,599 CHF 98.73% 98.73%
13/05/2024 5.73% 1.55 CHF 1.60 CHF 40,000 20,000 40,000 7,463 60,828 CHF 12,189 CHF 99.50% 99.50%
10/05/2024 5.00% 1.63 CHF 1.68 CHF 40,000 20,000 31,197 7,412 53,923 CHF 13,136 CHF 98.56% 98.56%
08/05/2024 5.91% 1.53 CHF 1.58 CHF 40,000 20,000 40,000 7,355 58,954 CHF 11,513 CHF 98.44% 98.44%
07/05/2024 6.10% 1.48 CHF 1.53 CHF 40,000 20,000 40,000 7,450 56,856 CHF 11,288 CHF 97.37% 97.37%
06/05/2024 5.92% 1.47 CHF 1.52 CHF 40,000 20,000 40,000 7,455 58,533 CHF 11,520 CHF 98.35% 98.35%
03/05/2024 6.22% 1.35 CHF 1.40 CHF 40,000 20,000 40,000 7,373 55,519 CHF 10,670 CHF 98.65% 98.65%
02/05/2024 6.45% 1.41 CHF 1.46 CHF 40,000 20,000 40,000 7,621 53,366 CHF 10,845 CHF 95.06% 95.06%
30/04/2024 10.46% 1.56 CHF 1.66 CHF 40,000 20,000 39,657 7,363 64,144 CHF 12,958 CHF 98.72% 98.72%
29/04/2024 5.03% 1.84 CHF 1.89 CHF 30,000 20,000 30,007 7,379 52,180 CHF 13,560 CHF 98.12% 98.12%

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