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 1.17% 0.89 CHF 0.90 CHF 100,000 100,000 100,000 100,000 85,200 CHF 86,200 CHF 100.00% 100.00%
13/05/2024 1.20% 0.83 CHF 0.84 CHF 100,000 100,000 100,000 100,000 82,828 CHF 83,828 CHF 100.00% 100.00%
10/05/2024 1.30% 0.80 CHF 0.81 CHF 200,000 200,000 200,000 200,000 153,315 CHF 155,315 CHF 100.00% 100.00%
08/05/2024 1.45% 0.68 CHF 0.69 CHF 200,000 200,000 200,000 200,000 136,849 CHF 138,849 CHF 100.00% 100.00%
07/05/2024 1.66% 0.63 CHF 0.64 CHF 200,000 200,000 200,000 200,000 119,510 CHF 121,510 CHF 98.92% 98.92%
06/05/2024 1.80% 0.52 CHF 0.53 CHF 200,000 200,000 200,000 200,000 109,951 CHF 111,951 CHF 100.00% 100.00%
03/05/2024 1.79% 0.51 CHF 0.52 CHF 200,000 200,000 200,000 200,000 110,691 CHF 112,691 CHF 98.59% 98.59%
02/05/2024 1.69% 0.58 CHF 0.59 CHF 200,000 200,000 200,000 200,000 117,385 CHF 119,385 CHF 99.13% 99.13%
30/04/2024 1.69% 0.60 CHF 0.61 CHF 200,000 200,000 200,000 200,000 117,410 CHF 119,410 CHF 100.00% 100.00%
29/04/2024 1.65% 0.58 CHF 0.59 CHF 200,000 200,000 200,000 200,000 120,302 CHF 122,302 CHF 100.00% 100.00%

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