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 1.82% 0.55 CHF 0.56 CHF 450,000 150,000 450,000 150,000 244,412 CHF 82,971 CHF 99.36% 99.36%
15/05/2024 1.92% 0.53 CHF 0.54 CHF 450,000 150,000 453,872 151,291 233,536 CHF 79,358 CHF 99.38% 99.38%
14/05/2024 2.17% 0.46 CHF 0.47 CHF 600,000 200,000 599,961 199,987 274,020 CHF 93,340 CHF 99.36% 99.36%
13/05/2024 2.30% 0.45 CHF 0.46 CHF 600,000 200,000 599,578 199,859 259,379 CHF 88,458 CHF 98.80% 98.80%
10/05/2024 3.01% 0.34 CHF 0.35 CHF 600,000 200,000 604,460 201,487 198,920 CHF 68,321 CHF 99.36% 99.36%
08/05/2024 4.35% 0.22 CHF 0.23 CHF 750,000 250,000 749,098 249,699 168,935 CHF 58,809 CHF 99.37% 99.37%
07/05/2024 5.77% 0.16 CHF 0.17 CHF 900,000 300,000 891,667 297,222 150,421 CHF 53,113 CHF 98.16% 98.16%
06/05/2024 5.01% 0.21 CHF 0.22 CHF 750,000 250,000 758,549 252,850 147,503 CHF 51,696 CHF 99.38% 99.38%
03/05/2024 5.00% 0.18 CHF 0.19 CHF 900,000 300,000 760,775 253,592 148,301 CHF 51,970 CHF 99.35% 99.35%
02/05/2024 5.26% 0.18 CHF 0.19 CHF 900,000 300,000 863,809 287,936 159,865 CHF 56,168 CHF 99.35% 99.35%

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