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 1.54% 0.66 CHF 0.67 CHF 80,000 25,000 80,000 24,951 52,384 CHF 16,591 CHF 98.94% 98.94%
14/05/2024 1.55% 0.65 CHF 0.66 CHF 80,000 50,000 81,071 50,000 51,755 CHF 32,436 CHF 99.99% 99.99%
13/05/2024 1.70% 0.59 CHF 0.60 CHF 90,000 50,000 90,000 50,000 52,493 CHF 29,663 CHF 100.00% 100.00%
10/05/2024 1.77% 0.54 CHF 0.55 CHF 100,000 50,000 94,657 50,000 53,133 CHF 28,630 CHF 100.00% 100.00%
08/05/2024 1.76% 0.60 CHF 0.61 CHF 90,000 50,000 92,504 50,000 52,096 CHF 28,685 CHF 100.00% 100.00%
07/05/2024 1.83% 0.54 CHF 0.55 CHF 100,000 50,000 97,650 50,000 52,938 CHF 27,640 CHF 97.31% 97.31%
06/05/2024 3.40% 0.30 CHF 0.31 CHF 129,021 50,000 129,766 50,000 37,613 CHF 14,995 CHF 100.00% 100.00%
03/05/2024 3.62% 0.29 CHF 0.30 CHF 130,016 50,000 131,042 50,000 35,790 CHF 14,173 CHF 98.63% 98.63%
02/05/2024 5.01% 0.19 CHF 0.20 CHF 137,770 50,000 137,030 50,000 26,713 CHF 10,249 CHF 99.12% 99.12%
30/04/2024 4.66% 0.19 CHF 0.20 CHF 137,795 50,000 136,021 50,000 28,564 CHF 11,003 CHF 100.00% 100.00%

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