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 1.34% 0.75 CHF 0.76 CHF 600,000 200,000 600,000 200,000 445,470 CHF 150,490 CHF 99.37% 99.37%
15/05/2024 1.39% 0.73 CHF 0.74 CHF 600,000 200,000 600,000 200,000 429,076 CHF 145,025 CHF 99.53% 99.53%
14/05/2024 1.49% 0.67 CHF 0.68 CHF 600,000 200,000 600,000 200,000 398,636 CHF 134,879 CHF 99.36% 99.36%
13/05/2024 1.56% 0.65 CHF 0.66 CHF 600,000 200,000 599,989 199,989 382,106 CHF 129,364 CHF 98.79% 98.79%
10/05/2024 1.81% 0.56 CHF 0.57 CHF 600,000 200,000 611,256 203,752 334,676 CHF 113,596 CHF 99.36% 99.36%
08/05/2024 2.20% 0.44 CHF 0.45 CHF 750,000 250,000 750,000 250,000 338,103 CHF 115,201 CHF 99.37% 99.37%
07/05/2024 2.54% 0.39 CHF 0.40 CHF 750,000 250,000 750,000 250,000 291,198 CHF 99,566 CHF 98.16% 98.16%
06/05/2024 2.38% 0.43 CHF 0.44 CHF 750,000 250,000 750,000 250,000 311,117 CHF 106,206 CHF 99.38% 99.38%
03/05/2024 2.38% 0.40 CHF 0.41 CHF 750,000 250,000 750,000 250,000 311,525 CHF 106,342 CHF 99.35% 99.35%
02/05/2024 2.45% 0.40 CHF 0.41 CHF 750,000 250,000 750,000 250,000 302,486 CHF 103,329 CHF 99.36% 99.36%

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