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 2.31% 0.41 CHF 0.42 CHF 110,000 110,000 112,372 112,372 48,562 CHF 49,686 CHF 99.99% 99.99%
13/05/2024 1.95% 0.48 CHF 0.49 CHF 116,000 116,000 117,699 117,699 59,917 CHF 61,094 CHF 100.00% 100.00%
10/05/2024 2.01% 0.51 CHF 0.52 CHF 118,000 118,000 116,503 116,503 57,355 CHF 58,520 CHF 100.00% 100.00%
08/05/2024 1.98% 0.50 CHF 0.51 CHF 118,000 118,000 117,994 117,994 59,086 CHF 60,266 CHF 98.99% 98.99%
07/05/2024 1.95% 0.51 CHF 0.52 CHF 118,000 118,000 117,951 117,951 59,985 CHF 61,166 CHF 99.66% 99.66%
06/05/2024 1.90% 0.51 CHF 0.52 CHF 118,000 118,000 119,039 119,039 62,138 CHF 63,328 CHF 100.00% 100.00%
03/05/2024 1.90% 0.53 CHF 0.54 CHF 120,000 120,000 119,782 119,782 62,603 CHF 63,801 CHF 100.00% 100.00%
02/05/2024 1.93% 0.53 CHF 0.54 CHF 120,000 120,000 118,315 118,315 60,612 CHF 61,796 CHF 100.00% 100.00%
30/04/2024 1.85% 0.54 CHF 0.55 CHF 120,000 120,000 119,942 119,942 64,262 CHF 65,462 CHF 100.00% 100.00%
29/04/2024 1.89% 0.52 CHF 0.53 CHF 120,000 120,000 119,275 119,275 62,381 CHF 63,574 CHF 99.57% 99.57%

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