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 2.20% 0.22 CHF 0.22 CHF 703,000 703,000 702,375 702,375 158,046 CHF 161,561 CHF 100.00% 100.00%
15/05/2024 2.56% 0.21 CHF 0.21 CHF 809,100 809,100 806,973 806,973 156,487 CHF 160,533 CHF 100.00% 100.00%
14/05/2024 2.60% 0.20 CHF 0.20 CHF 815,800 815,800 815,799 815,799 155,140 CHF 159,219 CHF 99.31% 99.31%
13/05/2024 2.77% 0.18 CHF 0.19 CHF 857,000 857,000 857,000 857,000 152,499 CHF 156,784 CHF 100.00% 100.00%
10/05/2024 2.57% 0.19 CHF 0.19 CHF 844,200 844,200 844,200 844,200 162,071 CHF 166,292 CHF 99.99% 99.99%
08/05/2024 2.60% 0.19 CHF 0.20 CHF 848,800 848,800 848,800 848,800 161,345 CHF 165,589 CHF 99.77% 99.77%
07/05/2024 2.16% 0.23 CHF 0.23 CHF 694,000 694,000 693,888 693,888 159,076 CHF 162,546 CHF 98.37% 98.37%
06/05/2024 2.23% 0.23 CHF 0.24 CHF 811,000 811,000 811,000 811,000 179,907 CHF 183,962 CHF 100.00% 100.00%
03/05/2024 2.74% 0.19 CHF 0.20 CHF 811,000 811,000 811,000 811,000 146,073 CHF 150,128 CHF 99.88% 99.88%
02/05/2024 2.60% 0.18 CHF 0.19 CHF 811,000 811,000 811,000 811,000 153,850 CHF 157,905 CHF 99.57% 99.57%

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