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 0.71% 1.40 CHF 1.41 CHF 50,000 50,000 49,901 49,752 69,693 CHF 69,981 CHF 98.95% 98.95%
14/05/2024 0.75% 1.39 CHF 1.40 CHF 50,000 50,000 50,000 50,000 66,627 CHF 67,127 CHF 97.31% 97.31%
13/05/2024 0.82% 1.26 CHF 1.27 CHF 50,000 50,000 50,000 50,000 60,520 CHF 61,020 CHF 100.00% 100.00%
10/05/2024 0.82% 1.21 CHF 1.22 CHF 50,000 50,000 50,000 50,000 60,948 CHF 61,448 CHF 100.00% 100.00%
08/05/2024 0.82% 1.20 CHF 1.21 CHF 50,000 50,000 50,000 50,000 60,835 CHF 61,335 CHF 100.00% 100.00%
07/05/2024 0.86% 1.20 CHF 1.21 CHF 50,000 50,000 50,000 50,000 58,131 CHF 58,631 CHF 99.98% 99.98%
06/05/2024 0.88% 1.16 CHF 1.17 CHF 50,000 50,000 49,867 49,867 56,698 CHF 57,197 CHF 100.00% 100.00%
03/05/2024 1.44% 1.06 CHF 1.07 CHF 25,000 25,000 25,000 25,000 26,558 CHF 26,943 CHF 98.63% 98.63%
02/05/2024 1.45% 1.09 CHF 1.11 CHF 37,500 37,500 37,500 37,500 39,389 CHF 39,965 CHF 99.13% 99.13%
30/04/2024 1.40% 0.96 CHF 0.98 CHF 37,500 37,500 37,500 37,500 42,242 CHF 42,823 CHF 99.95% 99.95%

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