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
15/05/2024 1.02% 1.00 CHF 1.01 CHF 50,000 25,000 57,077 24,951 56,576 CHF 24,995 CHF 98.94% 98.94%
14/05/2024 1.02% 0.99 CHF 1.00 CHF 60,000 50,000 59,975 50,000 58,551 CHF 49,313 CHF 99.99% 99.99%
13/05/2024 1.08% 0.93 CHF 0.94 CHF 60,000 50,000 60,000 50,000 55,296 CHF 46,580 CHF 100.00% 100.00%
10/05/2024 1.11% 0.87 CHF 0.88 CHF 60,000 50,000 60,000 50,000 54,022 CHF 45,518 CHF 100.00% 100.00%
08/05/2024 1.10% 0.94 CHF 0.95 CHF 60,000 50,000 60,000 50,000 54,096 CHF 45,580 CHF 100.00% 100.00%
07/05/2024 1.13% 0.88 CHF 0.89 CHF 60,000 50,000 60,206 50,000 52,995 CHF 44,521 CHF 98.55% 98.55%
06/05/2024 1.58% 0.63 CHF 0.64 CHF 80,000 50,000 84,354 50,000 52,836 CHF 31,843 CHF 100.00% 100.00%
03/05/2024 1.62% 0.62 CHF 0.63 CHF 90,000 50,000 87,180 50,000 53,234 CHF 31,092 CHF 98.63% 98.63%
02/05/2024 1.86% 0.53 CHF 0.54 CHF 100,000 50,000 100,000 50,000 53,195 CHF 27,098 CHF 99.12% 99.12%
30/04/2024 1.81% 0.53 CHF 0.54 CHF 100,000 50,000 97,711 50,000 53,499 CHF 27,891 CHF 100.00% 100.00%

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