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 0.71% 1.47 CHF 1.48 CHF 50,000 50,000 50,000 50,000 70,572 CHF 71,072 CHF 97.32% 97.32%
13/05/2024 0.77% 1.34 CHF 1.35 CHF 50,000 50,000 50,000 50,000 64,449 CHF 64,949 CHF 100.00% 100.00%
10/05/2024 0.77% 1.29 CHF 1.30 CHF 50,000 50,000 50,000 50,000 64,877 CHF 65,377 CHF 100.00% 100.00%
08/05/2024 0.77% 1.28 CHF 1.29 CHF 50,000 50,000 50,000 50,000 64,718 CHF 65,218 CHF 100.00% 100.00%
07/05/2024 0.80% 1.27 CHF 1.28 CHF 50,000 50,000 50,000 50,000 62,024 CHF 62,524 CHF 99.98% 99.98%
06/05/2024 0.82% 1.23 CHF 1.24 CHF 50,000 50,000 49,867 49,867 60,558 CHF 61,057 CHF 100.00% 100.00%
03/05/2024 1.33% 1.14 CHF 1.15 CHF 25,000 25,000 25,000 25,000 28,520 CHF 28,902 CHF 98.59% 98.59%
02/05/2024 1.42% 1.17 CHF 1.19 CHF 37,500 37,500 37,500 37,500 42,314 CHF 42,919 CHF 99.10% 99.10%
30/04/2024 1.29% 1.04 CHF 1.05 CHF 37,500 37,500 37,500 37,500 45,186 CHF 45,762 CHF 99.91% 99.91%
29/04/2024 0.93% 1.09 CHF 1.10 CHF 75,000 75,000 75,000 75,000 80,061 CHF 80,811 CHF 100.00% 100.00%

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