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 0.80% 1.29 CHF 1.30 CHF 450,000 150,000 450,000 150,000 563,232 CHF 189,244 CHF 98.50% 98.50%
13/05/2024 0.76% 1.25 CHF 1.26 CHF 450,000 150,000 450,000 150,000 587,149 CHF 197,216 CHF 98.87% 98.87%
10/05/2024 0.75% 1.29 CHF 1.30 CHF 450,000 150,000 450,000 150,000 601,351 CHF 201,950 CHF 97.02% 97.02%
08/05/2024 0.78% 1.33 CHF 1.34 CHF 450,000 150,000 450,000 150,000 576,297 CHF 193,599 CHF 98.40% 98.40%
07/05/2024 0.80% 1.27 CHF 1.28 CHF 450,000 150,000 450,000 150,000 559,320 CHF 187,940 CHF 98.90% 98.90%
06/05/2024 0.85% 1.20 CHF 1.21 CHF 450,000 150,000 450,000 150,000 526,755 CHF 177,085 CHF 98.51% 98.51%
03/05/2024 0.93% 1.13 CHF 1.14 CHF 450,000 150,000 450,000 150,000 484,549 CHF 163,016 CHF 98.55% 98.55%
02/05/2024 0.93% 1.06 CHF 1.07 CHF 450,000 150,000 450,000 150,000 480,423 CHF 161,641 CHF 98.18% 98.18%
30/04/2024 1.00% 1.03 CHF 1.04 CHF 450,000 150,000 450,000 150,000 449,828 CHF 151,443 CHF 98.72% 98.72%
29/04/2024 0.94% 1.02 CHF 1.03 CHF 450,000 150,000 450,000 150,000 478,602 CHF 161,034 CHF 98.75% 98.75%

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