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 2.29% 0.41 CHF 0.42 CHF 205,700 205,700 202,478 202,478 87,436 CHF 89,462 CHF 100.00% 100.00%
15/05/2024 2.38% 0.44 CHF 0.45 CHF 215,200 215,200 216,299 216,299 90,338 CHF 92,507 CHF 100.00% 100.00%
14/05/2024 2.55% 0.40 CHF 0.41 CHF 220,200 220,200 220,924 220,924 85,702 CHF 87,911 CHF 100.00% 100.00%
13/05/2024 2.40% 0.40 CHF 0.41 CHF 203,800 203,800 202,911 202,911 83,731 CHF 85,760 CHF 100.00% 100.00%
10/05/2024 2.20% 0.45 CHF 0.46 CHF 216,000 216,000 216,553 216,553 97,280 CHF 99,446 CHF 100.00% 100.00%
08/05/2024 2.46% 0.40 CHF 0.41 CHF 229,700 229,700 228,868 228,868 92,012 CHF 94,301 CHF 99.25% 99.25%
07/05/2024 2.61% 0.39 CHF 0.40 CHF 230,800 230,800 231,316 231,316 87,335 CHF 89,648 CHF 95.29% 95.29%
06/05/2024 2.67% 0.38 CHF 0.39 CHF 245,200 245,200 247,737 247,737 91,542 CHF 94,020 CHF 100.00% 100.00%
03/05/2024 2.84% 0.36 CHF 0.37 CHF 258,200 258,200 258,492 258,492 89,747 CHF 92,332 CHF 99.99% 99.99%
02/05/2024 2.95% 0.34 CHF 0.35 CHF 269,500 269,500 268,514 268,514 89,724 CHF 92,409 CHF 100.00% 100.00%

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