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 0.88% 1.14 CHF 1.15 CHF 450,000 150,000 450,000 150,000 508,701 CHF 171,067 CHF 99.37% 99.37%
15/05/2024 0.91% 1.11 CHF 1.12 CHF 450,000 150,000 450,000 150,000 493,206 CHF 165,902 CHF 99.53% 99.53%
14/05/2024 0.96% 1.04 CHF 1.05 CHF 450,000 150,000 450,000 150,000 465,763 CHF 156,754 CHF 99.36% 99.36%
13/05/2024 0.99% 1.02 CHF 1.03 CHF 450,000 150,000 466,212 155,404 467,054 CHF 157,239 CHF 98.79% 98.79%
10/05/2024 1.11% 0.91 CHF 0.92 CHF 600,000 200,000 600,000 200,000 536,286 CHF 180,762 CHF 99.36% 99.36%
08/05/2024 1.30% 0.76 CHF 0.77 CHF 600,000 200,000 600,000 200,000 459,961 CHF 155,320 CHF 99.37% 99.37%
07/05/2024 1.46% 0.69 CHF 0.70 CHF 600,000 200,000 600,000 200,000 408,501 CHF 138,167 CHF 98.15% 98.15%
06/05/2024 1.39% 0.73 CHF 0.74 CHF 600,000 200,000 600,000 200,000 429,088 CHF 145,029 CHF 99.37% 99.37%
03/05/2024 1.39% 0.70 CHF 0.71 CHF 600,000 200,000 600,000 200,000 428,757 CHF 144,919 CHF 99.34% 99.34%
02/05/2024 1.42% 0.69 CHF 0.70 CHF 600,000 200,000 600,000 200,000 418,910 CHF 141,637 CHF 99.36% 99.36%

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