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 265,800 265,800 261,895 261,895 145,987 CHF 148,608 CHF 100.00% 100.00%
15/05/2024 1.67% 0.59 CHF 0.60 CHF 260,100 260,100 258,343 258,343 154,005 CHF 156,595 CHF 100.00% 100.00%
14/05/2024 1.75% 0.59 CHF 0.60 CHF 271,100 271,100 272,321 272,321 154,573 CHF 157,297 CHF 99.99% 99.99%
13/05/2024 1.77% 0.55 CHF 0.56 CHF 273,900 273,900 271,667 271,667 152,459 CHF 155,175 CHF 100.00% 100.00%
10/05/2024 1.76% 0.56 CHF 0.57 CHF 272,600 272,600 270,652 270,652 152,626 CHF 155,332 CHF 100.00% 100.00%
08/05/2024 1.71% 0.57 CHF 0.58 CHF 258,300 258,300 258,518 258,518 149,553 CHF 152,139 CHF 99.09% 99.09%
07/05/2024 1.73% 0.58 CHF 0.59 CHF 279,300 279,300 280,759 280,759 160,825 CHF 163,633 CHF 99.53% 99.53%
06/05/2024 1.95% 0.53 CHF 0.54 CHF 305,500 305,500 310,132 310,132 157,741 CHF 160,842 CHF 100.00% 100.00%
03/05/2024 2.08% 0.47 CHF 0.48 CHF 326,700 326,700 328,447 328,447 156,460 CHF 159,744 CHF 100.00% 100.00%
02/05/2024 2.14% 0.46 CHF 0.47 CHF 336,600 336,600 333,625 333,625 153,929 CHF 157,265 CHF 100.00% 100.00%

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