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 1.42% 0.73 CHF 0.74 CHF 300,000 100,000 372,167 124,056 259,472 CHF 87,731 CHF 99.16% 99.16%
13/05/2024 1.42% 0.70 CHF 0.71 CHF 450,000 150,000 425,509 141,836 298,084 CHF 100,780 CHF 98.53% 98.53%
10/05/2024 1.38% 0.72 CHF 0.73 CHF 300,000 100,000 310,012 103,337 222,892 CHF 75,331 CHF 99.17% 99.17%
08/05/2024 1.41% 0.68 CHF 0.69 CHF 450,000 150,000 416,372 138,791 291,692 CHF 98,619 CHF 99.17% 99.17%
07/05/2024 1.46% 0.72 CHF 0.73 CHF 450,000 150,000 450,000 150,000 305,356 CHF 103,285 CHF 97.93% 97.93%
06/05/2024 1.58% 0.62 CHF 0.63 CHF 450,000 150,000 450,000 150,000 282,034 CHF 95,511 CHF 99.17% 99.17%
03/05/2024 1.58% 0.63 CHF 0.64 CHF 450,000 150,000 450,000 150,000 282,657 CHF 95,719 CHF 99.17% 99.17%
02/05/2024 1.66% 0.60 CHF 0.61 CHF 450,000 150,000 450,000 150,000 269,000 CHF 91,167 CHF 99.15% 99.15%
30/04/2024 1.68% 0.59 CHF 0.60 CHF 450,000 150,000 450,000 150,000 265,076 CHF 89,859 CHF 99.17% 99.17%
29/04/2024 1.76% 0.57 CHF 0.58 CHF 450,000 150,000 450,000 150,000 252,749 CHF 85,750 CHF 99.17% 99.17%

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