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
29/05/2024 4.81% 0.21 CHF 0.22 CHF 120,000 120,000 53,520 53,520 11,153 CHF 11,690 CHF 99.89% 99.89%
28/05/2024 4.56% 0.22 CHF 0.23 CHF 120,000 120,000 53,573 53,573 11,883 CHF 12,421 CHF 99.81% 99.81%
27/05/2024 4.45% 0.22 CHF 0.23 CHF 50,000 50,000 39,245 39,245 8,634 CHF 9,026 CHF 98.94% 98.94%
24/05/2024 4.47% 0.23 CHF 0.24 CHF 120,000 120,000 53,527 53,527 12,154 CHF 12,692 CHF 99.99% 99.99%
23/05/2024 3.84% 0.24 CHF 0.25 CHF 120,000 120,000 53,563 53,563 13,766 CHF 14,304 CHF 99.88% 99.88%
22/05/2024 3.99% 0.26 CHF 0.27 CHF 120,000 120,000 53,526 53,526 13,575 CHF 14,113 CHF 100.00% 100.00%
21/05/2024 3.38% 0.28 CHF 0.28 CHF 120,000 120,000 53,658 53,658 15,849 CHF 16,388 CHF 99.35% 99.35%
17/05/2024 3.58% 0.30 CHF 0.31 CHF 120,000 120,000 53,821 53,821 15,322 CHF 15,862 CHF 98.88% 98.88%
16/05/2024 3.52% 0.28 CHF 0.28 CHF 120,000 120,000 53,122 53,122 15,053 CHF 15,588 CHF 100.00% 100.00%
15/05/2024 3.80% 0.27 CHF 0.28 CHF 120,000 120,000 53,393 53,393 14,250 CHF 14,787 CHF 100.00% 100.00%

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