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 1.57% 0.65 CHF 0.66 CHF 80,000 25,000 83,136 25,000 52,529 CHF 16,060 CHF 100.00% 100.00%
13/05/2024 1.58% 0.63 CHF 0.64 CHF 80,000 25,000 80,623 25,000 50,775 CHF 15,996 CHF 89.03% 89.03%
10/05/2024 1.55% 0.64 CHF 0.65 CHF 80,000 25,000 80,208 25,000 51,476 CHF 16,296 CHF 100.00% 100.00%
08/05/2024 1.57% 0.62 CHF 0.63 CHF 90,000 25,000 84,846 25,000 53,435 CHF 16,010 CHF 100.00% 100.00%
07/05/2024 1.62% 0.64 CHF 0.65 CHF 80,000 25,000 87,575 25,000 53,738 CHF 15,602 CHF 96.44% 96.44%
06/05/2024 1.72% 0.57 CHF 0.58 CHF 90,000 25,000 90,000 25,000 51,944 CHF 14,679 CHF 100.00% 100.00%
03/05/2024 1.72% 0.58 CHF 0.59 CHF 90,000 25,000 90,000 25,000 51,997 CHF 14,694 CHF 98.63% 98.63%
02/05/2024 1.78% 0.56 CHF 0.57 CHF 90,000 25,000 94,151 25,000 52,288 CHF 14,142 CHF 99.13% 99.13%
30/04/2024 1.80% 0.55 CHF 0.56 CHF 100,000 25,000 97,646 25,000 53,603 CHF 13,981 CHF 100.00% 100.00%
29/04/2024 1.85% 0.54 CHF 0.55 CHF 100,000 50,000 100,000 50,000 53,612 CHF 27,306 CHF 100.00% 100.00%

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