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
27/05/2024 2.75% 0.37 CHF 0.38 CHF 450,000 150,000 450,000 150,000 161,169 CHF 55,223 CHF 80.98% 80.98%
24/05/2024 2.72% 0.37 CHF 0.38 CHF 450,000 150,000 450,000 150,000 163,162 CHF 55,887 CHF 95.79% 95.79%
23/05/2024 2.52% 0.39 CHF 0.40 CHF 450,000 150,000 450,000 150,000 176,103 CHF 60,201 CHF 94.44% 94.44%
22/05/2024 3.01% 0.34 CHF 0.35 CHF 450,000 150,000 450,000 150,000 147,472 CHF 50,657 CHF 97.43% 97.43%
21/05/2024 3.09% 0.33 CHF 0.34 CHF 450,000 150,000 450,000 150,000 143,669 CHF 49,390 CHF 95.32% 95.32%
17/05/2024 2.80% 0.37 CHF 0.38 CHF 450,000 150,000 450,000 150,000 158,499 CHF 54,333 CHF 96.05% 96.05%
16/05/2024 3.30% 0.30 CHF 0.31 CHF 450,000 150,000 450,000 150,000 134,038 CHF 46,179 CHF 99.29% 99.29%
15/05/2024 3.43% 0.31 CHF 0.32 CHF 450,000 150,000 450,000 150,000 128,971 CHF 44,490 CHF 98.25% 98.25%
14/05/2024 3.29% 0.30 CHF 0.31 CHF 450,000 150,000 450,000 150,000 134,551 CHF 46,350 CHF 96.11% 96.11%
13/05/2024 3.10% 0.32 CHF 0.33 CHF 450,000 150,000 450,000 150,000 143,187 CHF 49,229 CHF 94.90% 94.90%

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