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 1.31% 0.97 CHF 0.98 CHF 192,000 192,000 88,761 88,761 72,040 CHF 72,931 CHF 99.22% 99.22%
15/05/2024 1.52% 0.71 CHF 0.72 CHF 200,000 200,000 89,328 89,328 60,311 CHF 61,207 CHF 100.00% 100.00%
14/05/2024 1.79% 0.62 CHF 0.63 CHF 200,000 200,000 99,823 99,823 63,976 CHF 65,026 CHF 58.37% 98.54%
13/05/2024 - 0.90 CHF 0.83 CHF 194,000 3,000 0 0 0 CHF 0 CHF 0.00% 99.49%
10/05/2024 1.49% 0.68 CHF 0.69 CHF 200,000 200,000 89,487 89,487 60,917 CHF 61,814 CHF 100.00% 100.00%
08/05/2024 1.72% 0.62 CHF 0.63 CHF 200,000 200,000 94,967 94,967 56,541 CHF 57,493 CHF 99.13% 99.13%
07/05/2024 1.53% 0.65 CHF 0.66 CHF 200,000 200,000 89,409 89,409 58,632 CHF 59,528 CHF 99.83% 99.83%
06/05/2024 1.36% 0.75 CHF 0.76 CHF 200,000 200,000 89,496 89,496 66,379 CHF 67,276 CHF 100.00% 100.00%
03/05/2024 1.40% 0.70 CHF 0.71 CHF 200,000 200,000 89,563 89,563 64,117 CHF 65,014 CHF 99.68% 99.68%
02/05/2024 1.73% 0.64 CHF 0.65 CHF 200,000 200,000 96,359 96,359 56,857 CHF 57,822 CHF 99.99% 99.99%

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