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 1.25% 0.81 CHF 0.82 CHF 70,000 25,000 70,000 25,000 55,642 CHF 20,122 CHF 100.00% 100.00%
13/05/2024 1.26% 0.79 CHF 0.80 CHF 70,000 25,000 70,000 25,000 55,395 CHF 20,034 CHF 89.03% 89.03%
10/05/2024 1.23% 0.81 CHF 0.82 CHF 70,000 25,000 70,000 25,000 56,358 CHF 20,378 CHF 100.00% 100.00%
08/05/2024 1.25% 0.78 CHF 0.79 CHF 70,000 25,000 70,000 25,000 55,445 CHF 20,052 CHF 100.00% 100.00%
07/05/2024 1.28% 0.80 CHF 0.81 CHF 70,000 25,000 70,000 25,000 54,242 CHF 19,622 CHF 96.44% 96.44%
06/05/2024 1.34% 0.73 CHF 0.74 CHF 70,000 25,000 70,000 25,000 51,700 CHF 18,714 CHF 100.00% 100.00%
03/05/2024 1.34% 0.75 CHF 0.76 CHF 70,000 25,000 70,000 25,000 51,771 CHF 18,740 CHF 85.31% 85.31%
02/05/2024 1.38% 0.72 CHF 0.73 CHF 70,000 25,000 73,316 25,000 52,606 CHF 18,198 CHF 99.13% 99.13%
30/04/2024 1.40% 0.71 CHF 0.72 CHF 80,000 25,000 77,018 25,000 54,710 CHF 18,019 CHF 100.00% 100.00%
29/04/2024 1.42% 0.70 CHF 0.71 CHF 80,000 50,000 80,000 50,000 55,868 CHF 35,417 CHF 100.00% 100.00%

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