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
13/05/2024 1.47% 0.68 CHF 0.69 CHF 80,000 25,000 80,000 25,000 54,028 CHF 17,134 CHF 89.03% 89.03%
10/05/2024 1.44% 0.69 CHF 0.70 CHF 80,000 25,000 80,000 25,000 55,015 CHF 17,442 CHF 100.00% 100.00%
08/05/2024 1.47% 0.67 CHF 0.68 CHF 80,000 25,000 80,000 25,000 54,102 CHF 17,157 CHF 100.00% 100.00%
07/05/2024 1.51% 0.68 CHF 0.69 CHF 80,000 25,000 80,000 25,000 52,648 CHF 16,703 CHF 96.44% 96.44%
06/05/2024 1.59% 0.62 CHF 0.63 CHF 90,000 25,000 86,296 25,000 53,800 CHF 15,843 CHF 100.00% 100.00%
03/05/2024 1.59% 0.62 CHF 0.63 CHF 90,000 25,000 87,420 25,000 54,525 CHF 15,854 CHF 98.63% 98.63%
02/05/2024 1.65% 0.60 CHF 0.61 CHF 90,000 25,000 90,000 25,000 54,154 CHF 15,293 CHF 99.13% 99.13%
30/04/2024 1.66% 0.59 CHF 0.60 CHF 90,000 25,000 90,000 25,000 53,621 CHF 15,145 CHF 100.00% 100.00%
29/04/2024 1.70% 0.59 CHF 0.60 CHF 90,000 50,000 90,000 50,000 52,387 CHF 29,604 CHF 100.00% 100.00%
26/04/2024 1.85% 0.58 CHF 0.59 CHF 90,000 50,000 99,286 50,000 53,066 CHF 27,237 CHF 99.26% 99.26%

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