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 0.60% 1.65 CHF 1.66 CHF 50,000 50,000 49,843 49,752 82,374 CHF 82,720 CHF 98.95% 98.95%
14/05/2024 0.63% 1.65 CHF 1.66 CHF 50,000 50,000 50,000 50,000 79,476 CHF 79,976 CHF 97.33% 97.33%
13/05/2024 0.68% 1.52 CHF 1.53 CHF 50,000 50,000 50,000 50,000 73,341 CHF 73,841 CHF 100.00% 100.00%
10/05/2024 0.68% 1.47 CHF 1.48 CHF 50,000 50,000 50,000 50,000 73,776 CHF 74,276 CHF 100.00% 100.00%
08/05/2024 0.68% 1.45 CHF 1.46 CHF 50,000 50,000 50,000 50,000 73,607 CHF 74,107 CHF 100.00% 100.00%
07/05/2024 0.70% 1.45 CHF 1.46 CHF 50,000 50,000 50,000 50,000 70,906 CHF 71,406 CHF 99.98% 99.98%
06/05/2024 0.72% 1.41 CHF 1.42 CHF 50,000 50,000 49,867 49,867 69,422 CHF 69,921 CHF 100.00% 100.00%
03/05/2024 1.21% 1.31 CHF 1.33 CHF 25,000 25,000 25,000 25,000 32,958 CHF 33,358 CHF 97.74% 97.74%
02/05/2024 1.16% 1.35 CHF 1.36 CHF 37,500 37,500 37,500 37,500 49,000 CHF 49,572 CHF 99.13% 99.13%
30/04/2024 1.13% 1.22 CHF 1.23 CHF 37,500 37,500 37,500 37,500 51,843 CHF 52,423 CHF 99.96% 99.96%

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