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
15/05/2024 3.55% 0.29 CHF 0.30 CHF 165,000 165,000 164,671 164,671 45,859 CHF 47,509 CHF 100.00% 100.00%
14/05/2024 4.59% 0.23 CHF 0.24 CHF 165,000 165,000 169,047 169,047 36,073 CHF 37,763 CHF 100.00% 100.00%
13/05/2024 3.57% 0.30 CHF 0.31 CHF 165,000 165,000 165,000 165,000 45,504 CHF 47,154 CHF 99.88% 99.88%
10/05/2024 3.72% 0.25 CHF 0.26 CHF 165,000 165,000 165,000 165,000 43,596 CHF 45,246 CHF 100.00% 100.00%
08/05/2024 5.02% 0.20 CHF 0.21 CHF 170,000 170,000 170,000 170,000 33,035 CHF 34,735 CHF 98.62% 98.62%
07/05/2024 6.03% 0.19 CHF 0.20 CHF 170,000 170,000 169,917 169,917 27,511 CHF 29,211 CHF 99.89% 99.89%
06/05/2024 7.46% 0.14 CHF 0.15 CHF 170,000 170,000 170,291 170,291 22,104 CHF 23,807 CHF 100.00% 100.00%
03/05/2024 12.63% 0.11 CHF 0.12 CHF 175,000 175,000 174,482 174,482 14,081 CHF 15,826 CHF 99.98% 99.98%
02/05/2024 8.10% 0.05 CHF 0.06 CHF 175,000 175,000 171,434 171,443 22,338 CHF 24,053 CHF 98.59% 98.59%
30/04/2024 6.05% 0.17 CHF 0.18 CHF 170,000 170,000 169,851 169,851 27,339 CHF 29,039 CHF 100.00% 100.00%

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