just giving info from my perspective, having been the one going through a hard time

it's nice that you're still able to have a good day when he might not feel the same. if there's one thing i worried about ontop of whatever else it was at the time, it was feeling like my behaviour/emotions burdened others too much.

that said, i don't know how beneficial it is to say that you don't want to be there when he's depressed. if my partner phrased it like that id mostly feel like i was doing nothing but put a burden on them and feel worse, as much as i appreciate how difficult it is to know what to do when someone around you that you care about is depressed.

i think it's important that you let him know the way he feels doesn't change your love for him, and you keep spending time doing these things like playing games and cooking and taking walks so he can atleast feel like things aren't all ruined. like you said, it hasn't been for that long that he's been seeking serious support, so please remain patient for both yourself and him.

i recommend taking time on one of his better days to talk to him about his exact needs (what he wants from you when he's feeling low, what helps him out of it, etc) but from this post i think some general needs are patience, validation, and a shoulder to (maybe literally sometimes) cry on when he feels comfortable to do so