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 1.68% 0.60 CHF 0.61 CHF 3,000,000 3,000,000 2,995,390 2,995,390 1,778,760 CHF 1,808,760 CHF 100.00% 100.00%
15/05/2024 1.79% 0.58 CHF 0.59 CHF 3,000,000 3,000,000 2,992,200 2,992,200 1,668,840 CHF 1,698,840 CHF 100.00% 100.00%
14/05/2024 1.83% 0.54 CHF 0.55 CHF 3,000,000 3,000,000 2,999,990 2,999,990 1,627,150 CHF 1,657,150 CHF 99.82% 99.82%
13/05/2024 1.79% 0.55 CHF 0.56 CHF 3,000,000 3,000,000 3,000,000 3,000,000 1,662,940 CHF 1,692,940 CHF 100.00% 100.00%
10/05/2024 1.80% 0.55 CHF 0.56 CHF 3,000,000 3,000,000 3,000,000 3,000,000 1,650,290 CHF 1,680,290 CHF 100.00% 100.00%
08/05/2024 2.04% 0.49 CHF 0.50 CHF 3,000,000 3,000,000 2,998,410 2,998,410 1,458,910 CHF 1,488,910 CHF 99.67% 99.67%
07/05/2024 2.04% 0.49 CHF 0.50 CHF 3,000,000 3,000,000 2,996,830 2,996,830 1,459,280 CHF 1,489,280 CHF 99.50% 99.50%
06/05/2024 2.08% 0.47 CHF 0.48 CHF 3,000,000 3,000,000 3,000,000 3,000,000 1,425,900 CHF 1,455,900 CHF 100.00% 100.00%
03/05/2024 2.17% 0.45 CHF 0.46 CHF 3,000,000 3,000,000 3,000,000 3,000,000 1,365,520 CHF 1,395,520 CHF 100.00% 100.00%
02/05/2024 2.39% 0.42 CHF 0.43 CHF 3,000,000 3,000,000 3,000,000 3,000,000 1,240,820 CHF 1,270,820 CHF 99.63% 99.63%

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