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 1.98% 0.48 CHF 0.49 CHF 115,000 115,000 114,493 114,493 57,221 CHF 58,366 CHF 100.00% 100.00%
13/05/2024 2.07% 0.48 CHF 0.49 CHF 115,000 115,000 114,526 114,526 54,789 CHF 55,934 CHF 100.00% 100.00%
10/05/2024 2.08% 0.50 CHF 0.51 CHF 115,000 115,000 114,526 114,526 54,570 CHF 55,716 CHF 100.00% 100.00%
08/05/2024 1.71% 0.59 CHF 0.60 CHF 110,000 110,000 109,889 109,889 63,958 CHF 65,057 CHF 99.09% 99.09%
07/05/2024 1.57% 0.60 CHF 0.61 CHF 110,000 110,000 114,123 114,123 72,356 CHF 73,499 CHF 99.94% 99.94%
06/05/2024 1.43% 0.67 CHF 0.68 CHF 115,000 115,000 114,526 114,526 79,594 CHF 80,740 CHF 100.00% 100.00%
03/05/2024 1.34% 0.79 CHF 0.80 CHF 115,000 115,000 114,526 114,526 85,101 CHF 86,246 CHF 99.99% 99.99%
02/05/2024 1.40% 0.71 CHF 0.72 CHF 115,000 115,000 114,525 114,525 81,249 CHF 82,394 CHF 99.99% 99.99%
30/04/2024 1.38% 0.74 CHF 0.75 CHF 115,000 115,000 114,441 114,441 82,422 CHF 83,567 CHF 100.00% 100.00%
29/04/2024 1.37% 0.73 CHF 0.74 CHF 115,000 115,000 114,517 114,517 83,149 CHF 84,295 CHF 100.00% 100.00%

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