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 4.24% 0.24 CHF 0.25 CHF 107,700 107,700 107,599 107,599 24,910 CHF 25,987 CHF 100.00% 100.00%
15/05/2024 4.31% 0.23 CHF 0.24 CHF 109,600 109,600 109,314 109,314 24,955 CHF 26,051 CHF 100.00% 100.00%
14/05/2024 4.39% 0.23 CHF 0.24 CHF 115,700 115,700 118,215 118,215 26,321 CHF 27,503 CHF 99.70% 99.70%
13/05/2024 4.76% 0.21 CHF 0.22 CHF 129,000 129,000 129,000 129,000 26,454 CHF 27,744 CHF 99.82% 99.82%
10/05/2024 4.96% 0.19 CHF 0.20 CHF 118,300 118,300 118,416 118,416 23,346 CHF 24,531 CHF 100.00% 100.00%
08/05/2024 4.90% 0.22 CHF 0.23 CHF 128,400 128,400 128,400 128,400 25,572 CHF 26,856 CHF 98.93% 98.93%
07/05/2024 5.08% 0.19 CHF 0.20 CHF 168,800 168,800 170,225 170,225 32,681 CHF 34,383 CHF 99.48% 99.48%
06/05/2024 7.51% 0.13 CHF 0.14 CHF 198,300 198,300 198,300 198,300 25,414 CHF 27,397 CHF 100.00% 100.00%
03/05/2024 7.73% 0.13 CHF 0.14 CHF 224,800 224,800 225,785 225,785 28,125 CHF 30,383 CHF 100.00% 100.00%
02/05/2024 8.91% 0.11 CHF 0.12 CHF 232,000 232,000 232,000 232,000 24,904 CHF 27,224 CHF 98.52% 98.52%

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