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 2.12% 0.50 CHF 0.51 CHF 530,000 530,000 262,951 262,951 126,426 CHF 129,074 CHF 100.00% 100.00%
15/05/2024 1.90% 0.49 CHF 0.50 CHF 520,000 520,000 257,107 257,107 135,606 CHF 138,200 CHF 100.00% 100.00%
14/05/2024 2.16% 0.57 CHF 0.58 CHF 530,000 530,000 272,978 272,978 133,026 CHF 135,768 CHF 100.00% 100.00%
13/05/2024 2.40% 0.48 CHF 0.49 CHF 570,000 570,000 289,736 289,736 127,545 CHF 130,456 CHF 99.86% 99.86%
10/05/2024 2.18% 0.41 CHF 0.42 CHF 570,000 570,000 272,931 272,931 124,525 CHF 127,265 CHF 99.31% 99.31%
08/05/2024 1.99% 0.51 CHF 0.52 CHF 540,000 540,000 262,705 262,705 133,192 CHF 135,832 CHF 95.60% 95.60%
07/05/2024 1.63% 0.60 CHF 0.61 CHF 500,000 500,000 242,742 242,742 149,507 CHF 151,945 CHF 95.63% 95.63%
06/05/2024 1.56% 0.64 CHF 0.65 CHF 510,000 510,000 251,324 251,324 166,233 CHF 168,758 CHF 97.15% 97.15%
03/05/2024 1.67% 0.58 CHF 0.59 CHF 530,000 530,000 249,910 249,910 154,160 CHF 156,669 CHF 96.94% 96.94%
02/05/2024 1.56% 0.60 CHF 0.61 CHF 510,000 510,000 248,730 248,730 158,214 CHF 160,712 CHF 96.07% 96.07%

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