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 1.14% 0.89 CHF 0.90 CHF 60,000 25,000 60,000 24,951 52,752 CHF 22,188 CHF 98.94% 98.94%
14/05/2024 1.15% 0.87 CHF 0.88 CHF 60,000 50,000 60,000 50,000 51,918 CHF 43,765 CHF 99.99% 99.99%
13/05/2024 1.23% 0.82 CHF 0.83 CHF 70,000 50,000 69,861 50,000 56,557 CHF 40,981 CHF 100.00% 100.00%
10/05/2024 1.26% 0.76 CHF 0.77 CHF 70,000 50,000 69,725 50,000 55,026 CHF 39,972 CHF 100.00% 100.00%
08/05/2024 1.26% 0.83 CHF 0.84 CHF 70,000 50,000 70,000 50,000 55,261 CHF 39,972 CHF 100.00% 100.00%
07/05/2024 1.29% 0.77 CHF 0.78 CHF 70,000 50,000 70,113 50,000 53,915 CHF 38,954 CHF 98.26% 98.26%
06/05/2024 1.92% 0.52 CHF 0.53 CHF 100,000 50,000 100,000 50,000 51,600 CHF 26,300 CHF 100.00% 100.00%
03/05/2024 1.99% 0.51 CHF 0.52 CHF 100,000 50,000 104,057 50,000 51,846 CHF 25,484 CHF 98.63% 98.63%
02/05/2024 2.35% 0.42 CHF 0.43 CHF 120,000 50,000 122,430 50,000 51,407 CHF 21,504 CHF 99.12% 99.12%
30/04/2024 2.27% 0.42 CHF 0.43 CHF 120,000 50,000 119,971 50,000 52,250 CHF 22,276 CHF 100.00% 100.00%

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