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 1.80% 0.56 CHF 0.57 CHF 2,772,500 2,772,500 2,770,210 2,770,210 1,529,020 CHF 1,556,750 CHF 100.00% 100.00%
15/05/2024 1.96% 0.54 CHF 0.55 CHF 2,998,200 2,998,200 2,990,410 2,990,410 1,519,180 CHF 1,549,160 CHF 100.00% 100.00%
14/05/2024 2.03% 0.49 CHF 0.50 CHF 3,000,000 3,000,000 2,999,730 2,999,730 1,465,420 CHF 1,495,420 CHF 100.00% 100.00%
13/05/2024 2.01% 0.49 CHF 0.50 CHF 3,000,000 3,000,000 3,000,000 3,000,000 1,474,870 CHF 1,504,870 CHF 100.00% 100.00%
10/05/2024 2.01% 0.48 CHF 0.49 CHF 3,000,000 3,000,000 3,000,000 3,000,000 1,475,550 CHF 1,505,550 CHF 100.00% 100.00%
08/05/2024 2.19% 0.46 CHF 0.47 CHF 3,000,000 3,000,000 2,982,980 2,982,980 1,364,680 CHF 1,394,680 CHF 99.67% 99.67%
07/05/2024 2.15% 0.47 CHF 0.48 CHF 3,000,000 3,000,000 2,998,920 2,998,920 1,378,610 CHF 1,408,610 CHF 99.69% 99.69%
06/05/2024 2.28% 0.44 CHF 0.45 CHF 3,000,000 3,000,000 3,000,000 3,000,000 1,299,700 CHF 1,329,700 CHF 100.00% 100.00%
03/05/2024 2.46% 0.41 CHF 0.42 CHF 3,000,000 3,000,000 3,000,000 3,000,000 1,204,020 CHF 1,234,020 CHF 100.00% 100.00%
02/05/2024 2.62% 0.37 CHF 0.38 CHF 3,000,000 3,000,000 3,000,000 3,000,000 1,129,210 CHF 1,159,210 CHF 99.59% 99.59%

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