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 115,000 115,000 114,303 114,303 100,478 CHF 101,624 CHF 100.00% 100.00%
14/05/2024 1.09% 0.94 CHF 0.95 CHF 115,000 115,000 114,492 114,492 104,577 CHF 105,722 CHF 100.00% 100.00%
13/05/2024 1.07% 0.94 CHF 0.95 CHF 115,000 115,000 114,526 114,526 106,913 CHF 108,059 CHF 100.00% 100.00%
10/05/2024 1.06% 0.92 CHF 0.93 CHF 115,000 115,000 114,527 114,527 107,321 CHF 108,466 CHF 100.00% 100.00%
08/05/2024 1.14% 0.87 CHF 0.88 CHF 110,000 110,000 109,887 109,887 96,016 CHF 97,115 CHF 99.09% 99.09%
07/05/2024 1.21% 0.86 CHF 0.87 CHF 110,000 110,000 114,124 114,124 93,885 CHF 95,027 CHF 99.94% 99.94%
06/05/2024 1.31% 0.78 CHF 0.79 CHF 115,000 115,000 114,526 114,526 87,044 CHF 88,189 CHF 100.00% 100.00%
03/05/2024 1.40% 0.67 CHF 0.68 CHF 115,000 115,000 114,526 114,526 81,630 CHF 82,775 CHF 99.99% 99.99%
02/05/2024 1.32% 0.75 CHF 0.76 CHF 115,000 115,000 114,525 114,525 85,969 CHF 87,114 CHF 100.00% 100.00%
30/04/2024 1.34% 0.73 CHF 0.74 CHF 115,000 115,000 114,445 114,445 85,157 CHF 86,303 CHF 100.00% 100.00%

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