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
16/05/2024 1.50% 1.30 CHF 1.32 CHF 40,000 30,000 40,000 30,000 52,830 CHF 40,222 CHF 99.53% 99.53%
15/05/2024 1.38% 1.37 CHF 1.39 CHF 40,000 30,000 40,000 30,000 57,427 CHF 43,670 CHF 95.32% 95.32%
14/05/2024 1.37% 1.50 CHF 1.52 CHF 40,000 30,000 40,000 30,000 58,033 CHF 44,124 CHF 85.32% 85.32%
13/05/2024 0.84% 1.23 CHF 1.24 CHF 50,000 30,000 49,860 30,000 59,447 CHF 36,073 CHF 99.06% 99.06%
10/05/2024 1.80% 1.06 CHF 1.08 CHF 50,000 30,000 50,000 30,000 55,120 CHF 33,672 CHF 98.16% 98.16%
08/05/2024 1.85% 1.09 CHF 1.11 CHF 50,000 30,000 50,000 30,000 53,605 CHF 32,763 CHF 93.48% 93.48%
07/05/2024 0.86% 1.19 CHF 1.20 CHF 50,000 30,000 50,000 30,000 58,139 CHF 35,183 CHF 99.15% 99.15%
06/05/2024 0.90% 1.10 CHF 1.11 CHF 50,000 50,000 50,000 50,000 55,200 CHF 55,700 CHF 99.54% 99.54%
03/05/2024 0.97% 1.02 CHF 1.03 CHF 50,000 50,000 51,363 50,000 52,627 CHF 51,807 CHF 99.35% 99.35%
02/05/2024 1.02% 0.99 CHF 1.00 CHF 60,000 50,000 58,542 50,000 56,837 CHF 49,086 CHF 92.31% 92.31%

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