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 1.01% 0.99 CHF 1.00 CHF 270,000 270,000 268,885 268,885 266,089 CHF 268,778 CHF 99.87% 99.87%
10/05/2024 1.02% 0.99 CHF 1.00 CHF 270,000 270,000 272,375 272,375 265,629 CHF 268,353 CHF 100.00% 100.00%
08/05/2024 1.15% 0.86 CHF 0.87 CHF 280,000 280,000 280,425 280,425 242,260 CHF 245,065 CHF 98.93% 98.93%
07/05/2024 1.26% 0.84 CHF 0.85 CHF 285,000 285,000 286,128 286,128 226,360 CHF 229,224 CHF 93.61% 93.61%
06/05/2024 1.24% 0.81 CHF 0.82 CHF 285,000 285,000 285,201 285,201 229,282 CHF 232,134 CHF 100.00% 100.00%
03/05/2024 1.30% 0.77 CHF 0.78 CHF 290,000 290,000 289,520 289,520 220,666 CHF 223,561 CHF 90.68% 90.68%
02/05/2024 1.35% 0.74 CHF 0.75 CHF 290,000 290,000 291,198 291,198 214,509 CHF 217,421 CHF 92.14% 92.14%
30/04/2024 1.27% 0.76 CHF 0.77 CHF 290,000 290,000 288,349 288,349 226,444 CHF 229,329 CHF 100.00% 100.00%
29/04/2024 1.50% 0.79 CHF 0.80 CHF 290,000 290,000 271,873 271,873 216,448 CHF 219,466 CHF 100.00% 100.00%
26/04/2024 1.32% 0.79 CHF 0.80 CHF 290,000 290,000 289,235 289,235 217,995 CHF 220,888 CHF 99.42% 99.42%

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