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 0.87% 1.15 CHF 1.16 CHF 300,000 100,000 300,000 100,000 344,913 CHF 115,971 CHF 98.53% 98.53%
10/05/2024 0.85% 1.17 CHF 1.18 CHF 300,000 100,000 300,000 100,000 351,252 CHF 118,084 CHF 99.17% 99.17%
08/05/2024 0.87% 1.13 CHF 1.14 CHF 300,000 100,000 300,000 100,000 345,032 CHF 116,011 CHF 99.17% 99.17%
07/05/2024 0.89% 1.17 CHF 1.18 CHF 300,000 100,000 300,000 100,000 336,651 CHF 113,217 CHF 97.93% 97.93%
06/05/2024 0.94% 1.05 CHF 1.06 CHF 300,000 100,000 300,000 100,000 317,602 CHF 106,867 CHF 99.17% 99.17%
03/05/2024 0.94% 1.06 CHF 1.07 CHF 300,000 100,000 300,000 100,000 318,108 CHF 107,036 CHF 99.16% 99.16%
02/05/2024 0.97% 1.03 CHF 1.04 CHF 300,000 100,000 300,000 100,000 307,004 CHF 103,334 CHF 99.14% 99.14%
30/04/2024 0.98% 1.01 CHF 1.02 CHF 300,000 100,000 300,000 100,000 303,611 CHF 102,204 CHF 99.17% 99.17%
29/04/2024 1.01% 0.99 CHF 1.00 CHF 300,000 100,000 300,000 100,000 295,297 CHF 99,432 CHF 99.17% 99.17%
26/04/2024 1.10% 0.98 CHF 0.99 CHF 300,000 100,000 300,000 100,000 271,918 CHF 91,639 CHF 99.17% 99.17%

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