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 4.95% 0.19 CHF 0.20 CHF 1,000,000 500,000 1,000,000 500,000 197,168 CHF 103,584 CHF 99.37% 99.37%
15/05/2024 4.80% 0.20 CHF 0.21 CHF 1,000,000 500,000 1,000,000 500,000 203,242 CHF 106,621 CHF 99.38% 99.38%
14/05/2024 4.49% 0.22 CHF 0.23 CHF 1,000,000 500,000 1,000,000 500,000 218,029 CHF 114,014 CHF 99.36% 99.36%
13/05/2024 4.38% 0.22 CHF 0.23 CHF 1,000,000 500,000 1,000,000 500,000 223,589 CHF 116,795 CHF 98.80% 98.80%
10/05/2024 3.88% 0.26 CHF 0.27 CHF 1,000,000 400,000 1,000,000 439,248 253,082 CHF 115,401 CHF 99.37% 99.37%
08/05/2024 3.31% 0.30 CHF 0.31 CHF 1,000,000 400,000 1,000,000 400,000 297,210 CHF 122,884 CHF 99.38% 99.38%
07/05/2024 2.85% 0.34 CHF 0.35 CHF 1,000,000 400,000 963,230 363,230 332,983 CHF 129,016 CHF 98.16% 98.16%
06/05/2024 2.90% 0.33 CHF 0.34 CHF 1,000,000 400,000 1,000,000 400,000 340,425 CHF 140,170 CHF 99.37% 99.37%
03/05/2024 2.88% 0.35 CHF 0.36 CHF 1,000,000 400,000 1,000,000 400,000 341,818 CHF 140,727 CHF 99.35% 99.35%
02/05/2024 2.79% 0.36 CHF 0.37 CHF 900,000 300,000 978,287 378,287 345,458 CHF 137,267 CHF 99.36% 99.36%

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