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 0.65% 1.54 CHF 1.55 CHF 50,000 50,000 49,901 49,752 76,879 CHF 77,146 CHF 98.95% 98.95%
14/05/2024 0.68% 1.54 CHF 1.55 CHF 50,000 50,000 50,000 50,000 73,844 CHF 74,344 CHF 97.32% 97.32%
13/05/2024 0.74% 1.40 CHF 1.41 CHF 50,000 50,000 50,000 50,000 67,706 CHF 68,206 CHF 100.00% 100.00%
10/05/2024 0.73% 1.36 CHF 1.37 CHF 50,000 50,000 50,000 50,000 68,149 CHF 68,649 CHF 100.00% 100.00%
08/05/2024 0.73% 1.34 CHF 1.35 CHF 50,000 50,000 50,000 50,000 68,009 CHF 68,509 CHF 100.00% 100.00%
07/05/2024 0.76% 1.34 CHF 1.35 CHF 50,000 50,000 50,000 50,000 65,293 CHF 65,793 CHF 99.98% 99.98%
06/05/2024 0.78% 1.30 CHF 1.31 CHF 50,000 50,000 49,867 49,867 63,818 CHF 64,318 CHF 100.00% 100.00%
03/05/2024 1.33% 1.20 CHF 1.22 CHF 25,000 25,000 25,000 25,000 30,143 CHF 30,547 CHF 98.39% 98.39%
02/05/2024 1.23% 1.24 CHF 1.25 CHF 37,500 37,500 37,500 37,500 44,794 CHF 45,347 CHF 99.13% 99.13%
30/04/2024 1.21% 1.10 CHF 1.12 CHF 37,500 37,500 37,500 37,500 47,633 CHF 48,200 CHF 99.95% 99.95%

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