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 1.78% 0.56 CHF 0.57 CHF 158,000 158,000 157,067 157,067 87,651 CHF 89,223 CHF 100.00% 100.00%
15/05/2024 1.93% 0.55 CHF 0.56 CHF 158,000 158,000 158,085 158,085 81,579 CHF 83,163 CHF 99.99% 99.99%
14/05/2024 1.85% 0.52 CHF 0.53 CHF 158,000 158,000 157,972 157,972 84,651 CHF 86,231 CHF 100.00% 100.00%
13/05/2024 1.85% 0.52 CHF 0.53 CHF 158,000 158,000 158,000 158,000 84,852 CHF 86,432 CHF 100.00% 100.00%
10/05/2024 1.90% 0.54 CHF 0.55 CHF 158,000 158,000 158,310 158,310 82,431 CHF 84,014 CHF 100.00% 100.00%
08/05/2024 2.22% 0.48 CHF 0.49 CHF 160,000 160,000 161,370 161,370 72,059 CHF 73,672 CHF 99.24% 99.24%
07/05/2024 2.72% 0.39 CHF 0.40 CHF 164,000 164,000 163,911 163,911 59,670 CHF 61,310 CHF 97.36% 97.36%
06/05/2024 2.45% 0.36 CHF 0.37 CHF 164,000 164,000 162,418 162,418 65,733 CHF 67,358 CHF 98.41% 98.41%
03/05/2024 2.52% 0.38 CHF 0.39 CHF 164,000 164,000 163,313 163,313 64,038 CHF 65,671 CHF 99.98% 99.98%
02/05/2024 2.60% 0.38 CHF 0.39 CHF 164,000 164,000 163,975 163,975 62,233 CHF 63,872 CHF 100.00% 100.00%

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