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
14/05/2024 3.20% 0.16 CHF 0.16 CHF 3,000,000 3,000,000 2,999,720 2,999,720 461,103 CHF 476,103 CHF 99.89% 99.89%
13/05/2024 3.23% 0.14 CHF 0.15 CHF 3,000,000 3,000,000 2,755,100 2,755,100 419,484 CHF 433,259 CHF 99.45% 99.45%
10/05/2024 2.79% 0.17 CHF 0.18 CHF 2,723,500 2,723,500 2,968,120 2,968,120 525,516 CHF 540,357 CHF 100.00% 100.00%
08/05/2024 3.61% 0.14 CHF 0.14 CHF 3,000,000 3,000,000 2,999,650 2,999,650 407,859 CHF 422,859 CHF 99.29% 99.29%
07/05/2024 3.55% 0.14 CHF 0.14 CHF 3,000,000 3,000,000 2,998,430 2,998,430 415,798 CHF 430,798 CHF 100.00% 100.00%
06/05/2024 3.47% 0.14 CHF 0.15 CHF 3,000,000 3,000,000 3,000,000 3,000,000 424,516 CHF 439,516 CHF 100.00% 100.00%
03/05/2024 3.84% 0.13 CHF 0.13 CHF 3,000,000 3,000,000 3,000,000 3,000,000 383,297 CHF 398,297 CHF 98.22% 98.22%
02/05/2024 3.77% 0.13 CHF 0.14 CHF 3,000,000 3,000,000 3,000,000 3,000,000 391,015 CHF 406,015 CHF 99.99% 99.99%
30/04/2024 3.53% 0.13 CHF 0.14 CHF 3,000,000 3,000,000 2,998,450 2,998,450 417,946 CHF 432,946 CHF 99.77% 99.77%
29/04/2024 3.06% 0.16 CHF 0.17 CHF 3,000,000 3,000,000 2,913,510 2,913,510 468,871 CHF 483,441 CHF 100.00% 100.00%

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