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 0.91% 1.13 CHF 1.14 CHF 100,000 100,000 100,000 100,000 108,976 CHF 109,976 CHF 100.00% 100.00%
13/05/2024 0.93% 1.07 CHF 1.08 CHF 100,000 100,000 100,000 100,000 106,550 CHF 107,550 CHF 100.00% 100.00%
10/05/2024 0.99% 1.04 CHF 1.05 CHF 200,000 200,000 200,000 200,000 200,880 CHF 202,880 CHF 100.00% 100.00%
08/05/2024 1.08% 0.92 CHF 0.93 CHF 200,000 200,000 200,000 200,000 184,290 CHF 186,290 CHF 100.00% 100.00%
07/05/2024 1.19% 0.87 CHF 0.88 CHF 200,000 200,000 200,000 200,000 166,912 CHF 168,912 CHF 98.92% 98.92%
06/05/2024 1.26% 0.76 CHF 0.77 CHF 200,000 200,000 200,000 200,000 157,157 CHF 159,157 CHF 100.00% 100.00%
03/05/2024 1.26% 0.75 CHF 0.76 CHF 200,000 200,000 200,000 200,000 157,939 CHF 159,939 CHF 96.24% 96.24%
02/05/2024 1.21% 0.80 CHF 0.81 CHF 200,000 200,000 200,000 200,000 164,774 CHF 166,774 CHF 97.69% 97.69%
30/04/2024 1.21% 0.84 CHF 0.85 CHF 200,000 200,000 200,000 200,000 164,922 CHF 166,922 CHF 99.73% 99.73%
29/04/2024 1.19% 0.82 CHF 0.83 CHF 200,000 200,000 200,000 200,000 167,650 CHF 169,650 CHF 100.00% 100.00%

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