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 0.78% 1.31 CHF 1.32 CHF 300,000 100,000 300,000 100,000 383,048 CHF 128,683 CHF 99.16% 99.16%
13/05/2024 0.78% 1.27 CHF 1.28 CHF 300,000 100,000 300,000 100,000 382,514 CHF 128,505 CHF 98.53% 98.53%
10/05/2024 0.77% 1.30 CHF 1.31 CHF 300,000 100,000 300,000 100,000 389,036 CHF 130,679 CHF 99.17% 99.17%
08/05/2024 0.78% 1.25 CHF 1.26 CHF 300,000 100,000 300,000 100,000 381,614 CHF 128,205 CHF 99.17% 99.17%
07/05/2024 0.80% 1.28 CHF 1.29 CHF 300,000 100,000 300,000 100,000 372,026 CHF 125,009 CHF 97.93% 97.93%
06/05/2024 0.85% 1.16 CHF 1.17 CHF 300,000 100,000 300,000 100,000 351,880 CHF 118,293 CHF 99.17% 99.17%
03/05/2024 0.85% 1.18 CHF 1.19 CHF 300,000 100,000 300,000 100,000 353,229 CHF 118,743 CHF 99.16% 99.16%
02/05/2024 0.87% 1.14 CHF 1.15 CHF 300,000 100,000 300,000 100,000 341,522 CHF 114,841 CHF 99.14% 99.14%
30/04/2024 0.88% 1.12 CHF 1.13 CHF 300,000 100,000 300,000 100,000 337,655 CHF 113,552 CHF 99.17% 99.17%
29/04/2024 0.90% 1.11 CHF 1.12 CHF 300,000 100,000 300,000 100,000 330,243 CHF 111,081 CHF 99.17% 99.17%

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