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 5.33% 0.19 CHF 0.20 CHF 413,500 413,500 415,223 415,223 75,947 CHF 80,104 CHF 100.00% 100.00%
15/05/2024 5.39% 0.18 CHF 0.19 CHF 432,000 432,000 428,059 428,059 77,717 CHF 82,009 CHF 100.00% 100.00%
14/05/2024 5.59% 0.17 CHF 0.18 CHF 432,700 432,700 430,974 430,974 74,986 CHF 79,295 CHF 99.98% 99.98%
13/05/2024 5.76% 0.18 CHF 0.19 CHF 456,900 456,900 462,496 462,496 77,953 CHF 82,578 CHF 100.00% 100.00%
10/05/2024 6.06% 0.16 CHF 0.17 CHF 481,900 481,900 471,239 471,239 75,440 CHF 80,153 CHF 100.00% 100.00%
08/05/2024 5.45% 0.17 CHF 0.18 CHF 404,100 404,100 394,978 394,978 70,574 CHF 74,524 CHF 99.06% 99.06%
07/05/2024 5.23% 0.20 CHF 0.21 CHF 409,400 409,400 414,247 414,247 77,137 CHF 81,279 CHF 97.65% 97.65%
06/05/2024 5.53% 0.18 CHF 0.19 CHF 435,500 435,500 437,072 437,072 76,817 CHF 81,188 CHF 100.00% 100.00%
03/05/2024 5.69% 0.17 CHF 0.18 CHF 452,000 452,000 449,700 449,700 76,750 CHF 81,247 CHF 99.99% 99.99%
02/05/2024 6.02% 0.17 CHF 0.18 CHF 459,600 459,600 462,501 462,501 74,572 CHF 79,197 CHF 100.00% 100.00%

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