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 2.14% 1.22 CHF 1.23 CHF 50,000 50,000 50,000 30,456 59,332 CHF 36,976 CHF 99.24% 99.24%
13/05/2024 2.36% 1.09 CHF 1.10 CHF 50,000 50,000 50,000 30,707 53,094 CHF 33,263 CHF 94.86% 94.86%
10/05/2024 2.13% 1.17 CHF 1.18 CHF 50,000 50,000 50,000 30,330 59,552 CHF 36,702 CHF 98.58% 98.58%
08/05/2024 2.03% 1.25 CHF 1.26 CHF 50,000 50,000 43,919 30,430 54,777 CHF 38,643 CHF 99.64% 99.64%
07/05/2024 2.15% 1.29 CHF 1.30 CHF 50,000 50,000 50,000 30,433 59,605 CHF 37,368 CHF 99.65% 99.65%
06/05/2024 2.17% 1.14 CHF 1.15 CHF 50,000 50,000 50,000 30,963 57,380 CHF 36,196 CHF 90.79% 90.79%
03/05/2024 2.74% 1.04 CHF 1.09 CHF 5,000 5,000 43,675 24,055 50,314 CHF 28,289 CHF 99.38% 99.38%
02/05/2024 2.33% 1.10 CHF 1.11 CHF 50,000 50,000 50,000 30,438 54,418 CHF 33,907 CHF 99.55% 99.55%
30/04/2024 2.78% 1.09 CHF 1.14 CHF 5,000 5,000 43,584 23,512 49,126 CHF 27,240 CHF 97.15% 97.15%
29/04/2024 1.96% 1.18 CHF 1.19 CHF 50,000 50,000 42,418 30,588 53,980 CHF 39,363 CHF 96.86% 96.86%

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