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
13/05/2024 1.16% 0.86 CHF 0.87 CHF 60,000 25,000 60,000 25,000 51,486 CHF 21,702 CHF 90.07% 90.07%
10/05/2024 1.14% 0.87 CHF 0.88 CHF 60,000 25,000 60,000 25,000 52,201 CHF 22,000 CHF 100.00% 100.00%
08/05/2024 1.16% 0.85 CHF 0.86 CHF 60,000 25,000 60,000 25,000 51,442 CHF 21,684 CHF 100.00% 100.00%
07/05/2024 1.18% 0.86 CHF 0.87 CHF 60,000 25,000 63,041 25,000 52,995 CHF 21,280 CHF 96.44% 96.44%
06/05/2024 1.23% 0.80 CHF 0.81 CHF 70,000 25,000 70,000 25,000 56,338 CHF 20,371 CHF 100.00% 100.00%
03/05/2024 1.23% 0.81 CHF 0.82 CHF 70,000 25,000 70,000 25,000 56,411 CHF 20,397 CHF 98.63% 98.63%
02/05/2024 1.27% 0.79 CHF 0.80 CHF 70,000 25,000 70,000 25,000 54,802 CHF 19,822 CHF 99.13% 99.13%
30/04/2024 1.28% 0.77 CHF 0.78 CHF 70,000 25,000 70,000 25,000 54,398 CHF 19,678 CHF 100.00% 100.00%
29/04/2024 1.30% 0.77 CHF 0.78 CHF 70,000 50,000 70,000 50,000 53,467 CHF 38,690 CHF 100.00% 100.00%
26/04/2024 1.39% 0.76 CHF 0.77 CHF 70,000 50,000 75,706 50,000 54,141 CHF 36,294 CHF 99.26% 99.26%

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