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 0.66% 1.52 CHF 1.53 CHF 50,000 50,000 49,901 49,752 75,582 CHF 75,853 CHF 98.95% 98.95%
14/05/2024 0.69% 1.51 CHF 1.52 CHF 50,000 50,000 50,000 50,000 72,519 CHF 73,019 CHF 97.33% 97.33%
13/05/2024 0.75% 1.38 CHF 1.39 CHF 50,000 50,000 50,000 50,000 66,394 CHF 66,894 CHF 100.00% 100.00%
10/05/2024 0.75% 1.33 CHF 1.34 CHF 50,000 50,000 50,000 50,000 66,822 CHF 67,322 CHF 100.00% 100.00%
08/05/2024 0.75% 1.31 CHF 1.32 CHF 50,000 50,000 50,000 50,000 66,661 CHF 67,161 CHF 100.00% 100.00%
07/05/2024 0.78% 1.31 CHF 1.32 CHF 50,000 50,000 50,000 50,000 63,951 CHF 64,451 CHF 99.98% 99.98%
06/05/2024 0.80% 1.27 CHF 1.28 CHF 50,000 50,000 49,867 49,867 62,519 CHF 63,019 CHF 100.00% 100.00%
03/05/2024 1.29% 1.18 CHF 1.19 CHF 25,000 25,000 25,000 25,000 29,502 CHF 29,885 CHF 97.66% 97.66%
02/05/2024 1.39% 1.21 CHF 1.23 CHF 37,500 37,500 37,500 37,500 43,777 CHF 44,390 CHF 99.13% 99.13%
30/04/2024 1.24% 1.08 CHF 1.09 CHF 37,500 37,500 37,500 37,500 46,647 CHF 47,219 CHF 99.95% 99.95%

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