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 2.22% 0.35 CHF 0.36 CHF 361,900 361,900 167,422 167,422 73,728 CHF 75,409 CHF 99.22% 99.22%
15/05/2024 1.94% 0.50 CHF 0.51 CHF 342,800 342,800 153,121 153,121 79,350 CHF 80,888 CHF 100.00% 100.00%
14/05/2024 2.13% 0.55 CHF 0.56 CHF 452,800 452,800 178,703 178,703 90,737 CHF 92,526 CHF 98.68% 98.68%
13/05/2024 2.17% 0.42 CHF 0.43 CHF 321,700 321,700 147,385 147,385 67,086 CHF 68,563 CHF 99.49% 99.49%
10/05/2024 1.83% 0.56 CHF 0.57 CHF 319,800 319,800 143,191 143,191 79,407 CHF 80,842 CHF 100.00% 100.00%
08/05/2024 1.64% 0.60 CHF 0.61 CHF 317,500 317,500 150,818 150,818 92,569 CHF 94,080 CHF 99.13% 99.13%
07/05/2024 1.77% 0.58 CHF 0.59 CHF 361,300 361,300 161,829 161,829 92,882 CHF 94,503 CHF 99.76% 99.76%
06/05/2024 1.94% 0.52 CHF 0.53 CHF 357,100 357,100 159,920 159,920 83,550 CHF 85,152 CHF 100.00% 100.00%
03/05/2024 1.88% 0.55 CHF 0.56 CHF 335,400 335,400 150,330 150,330 81,205 CHF 82,711 CHF 99.69% 99.69%
02/05/2024 1.54% 0.61 CHF 0.62 CHF 235,000 235,000 113,333 113,333 73,983 CHF 75,119 CHF 99.98% 99.98%

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