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 0.93% 1.08 CHF 1.09 CHF 450,000 150,000 450,000 150,000 481,566 CHF 162,022 CHF 99.36% 99.36%
15/05/2024 0.96% 1.05 CHF 1.06 CHF 450,000 150,000 450,000 150,000 464,398 CHF 156,299 CHF 99.38% 99.38%
14/05/2024 1.03% 0.97 CHF 0.98 CHF 450,000 150,000 450,000 150,000 434,012 CHF 146,171 CHF 99.36% 99.36%
13/05/2024 1.06% 0.96 CHF 0.97 CHF 450,000 150,000 450,000 150,000 420,998 CHF 141,833 CHF 98.80% 98.80%
10/05/2024 1.22% 0.83 CHF 0.84 CHF 450,000 150,000 450,000 150,000 365,832 CHF 123,444 CHF 99.37% 99.37%
08/05/2024 1.48% 0.67 CHF 0.68 CHF 450,000 150,000 483,329 161,110 324,444 CHF 109,759 CHF 99.37% 99.37%
07/05/2024 1.71% 0.58 CHF 0.59 CHF 600,000 200,000 600,000 200,000 347,979 CHF 117,993 CHF 98.16% 98.16%
06/05/2024 1.61% 0.63 CHF 0.64 CHF 600,000 200,000 600,000 200,000 369,504 CHF 125,168 CHF 99.38% 99.38%
03/05/2024 1.61% 0.60 CHF 0.61 CHF 600,000 200,000 600,000 200,000 369,619 CHF 125,206 CHF 99.35% 99.35%
02/05/2024 1.66% 0.59 CHF 0.60 CHF 600,000 200,000 600,000 200,000 358,862 CHF 121,621 CHF 99.35% 99.35%

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