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 1.41% 0.72 CHF 0.73 CHF 70,000 25,000 78,385 24,951 55,596 CHF 17,953 CHF 98.94% 98.94%
14/05/2024 1.43% 0.71 CHF 0.72 CHF 80,000 50,000 79,997 50,000 55,637 CHF 35,274 CHF 99.99% 99.99%
13/05/2024 1.55% 0.65 CHF 0.66 CHF 80,000 50,000 80,405 50,000 51,437 CHF 32,492 CHF 100.00% 100.00%
10/05/2024 1.60% 0.59 CHF 0.60 CHF 90,000 50,000 85,615 50,000 52,924 CHF 31,472 CHF 100.00% 100.00%
08/05/2024 1.60% 0.66 CHF 0.67 CHF 80,000 50,000 86,572 50,000 53,632 CHF 31,507 CHF 100.00% 100.00%
07/05/2024 1.66% 0.60 CHF 0.61 CHF 90,000 50,000 89,314 50,000 53,495 CHF 30,472 CHF 98.26% 98.26%
06/05/2024 2.85% 0.35 CHF 0.36 CHF 129,404 50,000 129,833 50,000 44,939 CHF 17,808 CHF 100.00% 100.00%
03/05/2024 3.00% 0.34 CHF 0.35 CHF 129,787 50,000 131,084 50,000 43,208 CHF 16,998 CHF 98.63% 98.63%
02/05/2024 3.91% 0.25 CHF 0.26 CHF 137,530 50,000 136,951 50,000 34,392 CHF 13,058 CHF 99.12% 99.12%
30/04/2024 3.69% 0.25 CHF 0.26 CHF 137,578 50,000 136,004 50,000 36,207 CHF 13,813 CHF 100.00% 100.00%

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