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 3.83% 0.27 CHF 0.28 CHF 354,200 354,200 357,575 357,575 91,727 CHF 95,306 CHF 100.00% 100.00%
15/05/2024 4.51% 0.22 CHF 0.23 CHF 369,600 369,600 368,645 368,645 80,323 CHF 84,019 CHF 100.00% 100.00%
14/05/2024 4.77% 0.22 CHF 0.23 CHF 354,600 354,600 357,299 357,299 73,102 CHF 76,675 CHF 99.69% 99.69%
13/05/2024 4.34% 0.22 CHF 0.23 CHF 341,600 341,600 340,431 340,431 76,859 CHF 80,264 CHF 100.00% 100.00%
10/05/2024 4.25% 0.23 CHF 0.24 CHF 348,600 348,600 348,923 348,923 80,426 CHF 83,915 CHF 100.00% 100.00%
08/05/2024 4.44% 0.23 CHF 0.24 CHF 372,100 372,100 372,313 372,313 82,123 CHF 85,846 CHF 99.08% 99.08%
07/05/2024 4.78% 0.21 CHF 0.22 CHF 407,400 407,400 408,046 408,046 83,296 CHF 87,376 CHF 99.93% 99.93%
06/05/2024 5.22% 0.19 CHF 0.20 CHF 458,400 458,400 458,685 458,685 85,572 CHF 90,159 CHF 100.00% 100.00%
03/05/2024 5.64% 0.17 CHF 0.18 CHF 452,400 452,400 449,683 449,683 77,503 CHF 82,000 CHF 99.99% 99.99%
02/05/2024 5.46% 0.18 CHF 0.19 CHF 423,800 423,800 423,224 423,224 75,357 CHF 79,590 CHF 100.00% 100.00%

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