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
16/05/2024 0.86% 1.17 CHF 1.18 CHF 450,000 150,000 450,000 150,000 523,191 CHF 175,897 CHF 99.37% 99.37%
15/05/2024 0.88% 1.15 CHF 1.16 CHF 450,000 150,000 450,000 150,000 509,612 CHF 171,371 CHF 99.38% 99.38%
14/05/2024 0.93% 1.07 CHF 1.08 CHF 450,000 150,000 450,000 150,000 479,738 CHF 161,413 CHF 99.36% 99.36%
13/05/2024 0.96% 1.06 CHF 1.07 CHF 450,000 150,000 450,000 150,000 467,834 CHF 157,445 CHF 98.79% 98.79%
10/05/2024 1.08% 0.93 CHF 0.94 CHF 450,000 150,000 450,000 150,000 414,825 CHF 139,775 CHF 99.37% 99.37%
08/05/2024 1.27% 0.78 CHF 0.79 CHF 600,000 200,000 598,080 199,360 469,682 CHF 158,554 CHF 99.37% 99.37%
07/05/2024 1.43% 0.70 CHF 0.71 CHF 600,000 200,000 600,000 200,000 415,661 CHF 140,554 CHF 98.16% 98.16%
06/05/2024 1.37% 0.74 CHF 0.75 CHF 600,000 200,000 600,000 200,000 435,950 CHF 147,317 CHF 99.38% 99.38%
03/05/2024 1.37% 0.71 CHF 0.72 CHF 600,000 200,000 600,000 200,000 436,308 CHF 147,436 CHF 99.35% 99.35%
02/05/2024 1.40% 0.70 CHF 0.71 CHF 600,000 200,000 600,000 200,000 424,593 CHF 143,531 CHF 99.35% 99.35%

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