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 1.59% 0.62 CHF 0.63 CHF 600,000 200,000 600,000 200,000 373,861 CHF 126,620 CHF 99.63% 99.63%
13/05/2024 1.60% 0.62 CHF 0.63 CHF 600,000 200,000 600,000 200,000 371,677 CHF 125,892 CHF 98.60% 98.60%
10/05/2024 1.62% 0.61 CHF 0.62 CHF 600,000 200,000 600,000 200,000 368,147 CHF 124,716 CHF 99.71% 99.71%
08/05/2024 1.64% 0.62 CHF 0.63 CHF 600,000 200,000 600,000 200,000 362,314 CHF 122,771 CHF 94.54% 94.54%
07/05/2024 1.69% 0.60 CHF 0.61 CHF 600,000 200,000 600,000 200,000 352,882 CHF 119,627 CHF 98.03% 98.03%
06/05/2024 1.73% 0.59 CHF 0.60 CHF 600,000 200,000 600,000 200,000 344,166 CHF 116,722 CHF 95.32% 95.32%
03/05/2024 1.76% 0.56 CHF 0.57 CHF 600,000 200,000 600,000 200,000 338,255 CHF 114,752 CHF 98.35% 98.35%
02/05/2024 1.68% 0.58 CHF 0.59 CHF 600,000 200,000 600,000 200,000 354,244 CHF 120,081 CHF 99.53% 99.53%
30/04/2024 1.67% 0.59 CHF 0.60 CHF 600,000 200,000 600,000 200,000 357,187 CHF 121,062 CHF 98.61% 98.61%
29/04/2024 1.65% 0.63 CHF 0.64 CHF 600,000 200,000 600,000 200,000 360,559 CHF 122,186 CHF 98.19% 98.19%

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