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 1.03% 1.03 CHF 1.04 CHF 140,000 140,000 75,977 75,977 75,838 CHF 76,601 CHF 84.21% 84.21%
13/05/2024 1.20% 0.87 CHF 0.88 CHF 140,000 140,000 76,669 76,669 65,297 CHF 66,067 CHF 96.61% 96.61%
10/05/2024 1.03% 0.96 CHF 0.97 CHF 140,000 140,000 78,103 78,103 77,515 CHF 78,299 CHF 96.69% 96.69%
08/05/2024 0.97% 1.05 CHF 1.06 CHF 140,000 140,000 77,480 77,480 82,014 CHF 82,791 CHF 96.90% 96.90%
07/05/2024 1.03% 1.09 CHF 1.10 CHF 140,000 140,000 80,070 80,070 80,973 CHF 81,777 CHF 95.97% 95.97%
06/05/2024 1.09% 0.93 CHF 0.94 CHF 150,000 150,000 83,700 83,700 78,879 CHF 79,719 CHF 93.91% 93.91%
03/05/2024 1.09% 0.84 CHF 0.85 CHF 150,000 150,000 82,063 82,063 75,438 CHF 76,261 CHF 93.22% 93.22%
02/05/2024 1.17% 0.88 CHF 0.89 CHF 160,000 160,000 87,778 87,778 76,945 CHF 77,825 CHF 96.45% 96.45%
30/04/2024 1.10% 0.89 CHF 0.90 CHF 150,000 150,000 82,565 82,565 76,512 CHF 77,340 CHF 95.22% 95.22%
29/04/2024 0.94% 0.98 CHF 0.99 CHF 140,000 140,000 76,150 76,150 81,450 CHF 82,215 CHF 95.20% 95.20%

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