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 1.75% 0.57 CHF 0.58 CHF 600,000 200,000 606,184 202,061 343,244 CHF 116,435 CHF 99.37% 99.37%
15/05/2024 1.83% 0.55 CHF 0.56 CHF 750,000 250,000 742,404 247,468 402,009 CHF 136,478 CHF 99.38% 99.38%
14/05/2024 1.98% 0.50 CHF 0.51 CHF 750,000 250,000 750,000 250,000 374,811 CHF 127,437 CHF 99.36% 99.36%
13/05/2024 2.08% 0.49 CHF 0.50 CHF 750,000 250,000 750,000 250,000 357,349 CHF 121,616 CHF 98.79% 98.79%
10/05/2024 2.46% 0.41 CHF 0.42 CHF 750,000 250,000 756,558 252,186 303,788 CHF 103,785 CHF 99.36% 99.36%
08/05/2024 3.05% 0.32 CHF 0.33 CHF 900,000 300,000 900,000 300,000 290,515 CHF 99,838 CHF 99.37% 99.37%
07/05/2024 3.57% 0.28 CHF 0.29 CHF 900,000 300,000 910,889 310,889 250,816 CHF 88,605 CHF 98.15% 98.15%
06/05/2024 3.31% 0.31 CHF 0.32 CHF 900,000 300,000 900,000 300,000 267,211 CHF 92,070 CHF 99.38% 99.38%
03/05/2024 3.29% 0.29 CHF 0.30 CHF 900,000 300,000 900,000 300,000 269,200 CHF 92,733 CHF 99.35% 99.35%
02/05/2024 3.40% 0.28 CHF 0.29 CHF 900,000 300,000 900,000 300,000 260,499 CHF 89,833 CHF 99.36% 99.36%

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