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 1.29% 7.35 CHF 7.45 CHF 10,000 5,000 10,000 5,000 77,318 CHF 39,159 CHF 95.33% 95.33%
14/05/2024 1.27% 8.07 CHF 8.17 CHF 10,000 5,000 10,000 5,000 78,134 CHF 39,567 CHF 85.27% 85.27%
13/05/2024 1.55% 6.59 CHF 6.69 CHF 10,000 5,000 10,000 5,000 63,955 CHF 32,477 CHF 99.06% 99.06%
10/05/2024 1.67% 5.73 CHF 5.83 CHF 10,000 5,000 10,000 5,000 59,364 CHF 30,182 CHF 98.16% 98.16%
08/05/2024 1.72% 5.89 CHF 5.99 CHF 10,000 5,000 10,000 5,000 57,780 CHF 29,390 CHF 93.47% 93.47%
07/05/2024 1.59% 6.37 CHF 6.47 CHF 10,000 5,000 10,000 5,000 62,380 CHF 31,690 CHF 99.53% 99.53%
06/05/2024 0.84% 5.94 CHF 5.99 CHF 10,000 10,000 10,000 10,000 59,457 CHF 59,957 CHF 99.54% 99.54%
03/05/2024 0.90% 5.50 CHF 5.55 CHF 10,000 10,000 10,000 10,000 55,265 CHF 55,765 CHF 99.15% 99.15%
02/05/2024 0.95% 5.31 CHF 5.36 CHF 10,000 10,000 10,039 10,000 52,501 CHF 52,806 CHF 95.97% 95.97%
30/04/2024 1.59% 5.45 CHF 5.55 CHF 10,000 5,000 10,000 5,000 63,195 CHF 32,097 CHF 85.33% 85.33%

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