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 1.32% 0.77 CHF 0.78 CHF 75,000 75,000 75,000 75,000 56,462 CHF 57,212 CHF 99.39% 99.39%
14/05/2024 1.36% 0.71 CHF 0.72 CHF 75,000 75,000 75,000 75,000 54,803 CHF 55,553 CHF 99.16% 99.16%
13/05/2024 1.21% 0.82 CHF 0.83 CHF 75,000 75,000 75,000 75,000 61,539 CHF 62,289 CHF 99.38% 99.38%
10/05/2024 1.26% 0.82 CHF 0.83 CHF 75,000 75,000 75,448 75,448 59,649 CHF 60,403 CHF 99.39% 99.39%
08/05/2024 1.71% 0.56 CHF 0.57 CHF 100,000 100,000 100,000 100,000 58,047 CHF 59,047 CHF 99.39% 99.39%
07/05/2024 2.23% 0.54 CHF 0.55 CHF 100,000 100,000 122,884 122,884 54,549 CHF 55,778 CHF 99.23% 99.23%
06/05/2024 2.14% 0.49 CHF 0.50 CHF 125,000 125,000 123,952 123,952 57,514 CHF 58,753 CHF 99.21% 99.21%
03/05/2024 2.50% 0.42 CHF 0.43 CHF 125,000 125,000 139,566 139,566 55,144 CHF 56,539 CHF 99.38% 99.38%
02/05/2024 2.71% 0.37 CHF 0.38 CHF 150,000 150,000 149,616 149,616 54,469 CHF 55,965 CHF 99.39% 99.39%
30/04/2024 2.23% 0.40 CHF 0.41 CHF 125,000 125,000 125,000 125,000 55,524 CHF 56,774 CHF 99.43% 99.43%

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