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 2.62% 0.82 CHF 0.83 CHF 100,000 100,000 84,234 84,234 70,646 CHF 71,725 CHF 99.00% 99.00%
15/05/2024 3.64% 0.80 CHF 0.87 CHF 20,000 20,000 73,193 73,193 59,699 CHF 60,833 CHF 98.05% 98.05%
14/05/2024 1.35% 0.81 CHF 0.82 CHF 100,000 100,000 98,953 98,953 78,800 CHF 79,805 CHF 97.88% 97.88%
13/05/2024 1.37% 0.80 CHF 0.81 CHF 100,000 100,000 98,506 98,506 79,601 CHF 80,608 CHF 99.99% 99.99%
10/05/2024 1.23% 0.81 CHF 0.82 CHF 100,000 100,000 100,000 100,000 81,025 CHF 82,025 CHF 96.97% 96.97%
08/05/2024 1.25% 0.79 CHF 0.80 CHF 100,000 100,000 100,000 100,000 79,564 CHF 80,564 CHF 99.99% 99.99%
07/05/2024 1.22% 0.82 CHF 0.83 CHF 100,000 100,000 100,000 100,000 81,284 CHF 82,284 CHF 99.93% 99.93%
06/05/2024 1.89% 0.83 CHF 0.84 CHF 100,000 100,000 92,150 92,150 76,834 CHF 77,874 CHF 99.99% 99.99%
03/05/2024 2.42% 0.85 CHF 0.86 CHF 100,000 100,000 86,170 86,170 70,820 CHF 71,889 CHF 96.99% 96.99%
02/05/2024 1.83% 0.76 CHF 0.77 CHF 100,000 100,000 94,455 94,455 72,712 CHF 73,739 CHF 99.47% 99.47%

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