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 0.98% 1.05 CHF 1.06 CHF 25,000 25,000 24,912 24,912 25,359 CHF 25,608 CHF 100.00% 100.00%
15/05/2024 1.04% 0.94 CHF 0.95 CHF 25,000 25,000 25,000 25,000 23,838 CHF 24,088 CHF 100.00% 100.00%
14/05/2024 1.22% 0.90 CHF 0.91 CHF 25,000 25,000 25,000 25,000 20,413 CHF 20,663 CHF 100.00% 100.00%
13/05/2024 1.16% 0.86 CHF 0.87 CHF 25,000 25,000 25,000 25,000 21,477 CHF 21,727 CHF 100.00% 100.00%
10/05/2024 1.15% 0.86 CHF 0.87 CHF 30,000 30,000 30,000 30,000 25,923 CHF 26,223 CHF 100.00% 100.00%
08/05/2024 1.29% 0.75 CHF 0.76 CHF 30,000 30,000 30,000 30,000 23,058 CHF 23,358 CHF 100.00% 100.00%
07/05/2024 1.31% 0.77 CHF 0.78 CHF 35,000 35,000 35,000 35,000 26,487 CHF 26,837 CHF 100.00% 100.00%
06/05/2024 1.47% 0.67 CHF 0.68 CHF 40,000 40,000 40,000 40,000 26,969 CHF 27,369 CHF 100.00% 100.00%
03/05/2024 1.69% 0.59 CHF 0.60 CHF 45,000 45,000 45,000 45,000 26,350 CHF 26,800 CHF 100.00% 100.00%
02/05/2024 1.78% 0.52 CHF 0.53 CHF 40,000 40,000 36,748 36,748 20,398 CHF 20,765 CHF 100.00% 100.00%

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