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 - 0.67 CHF - CHF 466,500 0 0 0 0 CHF 0 CHF 0.00% 99.31%
15/05/2024 - 0.64 CHF - CHF 536,900 0 0 0 0 CHF 0 CHF 0.00% 99.53%
14/05/2024 1.98% 0.53 CHF 0.51 CHF 578,000 584,400 198,306 198,306 101,187 CHF 103,175 CHF 83.83% 99.40%
13/05/2024 1.95% 0.52 CHF 0.53 CHF 593,500 593,500 269,048 269,048 137,857 CHF 140,552 CHF 95.02% 99.00%
10/05/2024 - 0.51 CHF - CHF 626,300 0 0 0 0 CHF 0 CHF 0.00% 99.80%
08/05/2024 1.94% 0.52 CHF 0.53 CHF 571,800 571,800 249,457 249,457 131,105 CHF 133,603 CHF 98.70% 98.70%
07/05/2024 1.87% 0.53 CHF 0.54 CHF 531,300 531,300 235,868 235,868 126,080 CHF 128,442 CHF 96.68% 96.68%
06/05/2024 1.98% 0.56 CHF 0.57 CHF 600,900 600,900 269,453 269,453 141,210 CHF 143,909 CHF 99.93% 99.93%
03/05/2024 2.29% 0.46 CHF 0.47 CHF 711,100 711,100 316,453 316,453 142,635 CHF 145,804 CHF 98.80% 98.80%
02/05/2024 2.58% 0.40 CHF 0.41 CHF 819,600 819,600 368,929 368,929 144,180 CHF 147,874 CHF 99.47% 99.47%

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