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 1.99% 0.50 CHF 0.51 CHF 158,300 158,300 157,884 157,884 78,477 CHF 80,057 CHF 100.00% 100.00%
15/05/2024 2.11% 0.50 CHF 0.51 CHF 176,900 176,900 178,840 178,840 84,455 CHF 86,248 CHF 100.00% 100.00%
14/05/2024 2.42% 0.43 CHF 0.44 CHF 218,800 218,800 221,587 221,587 90,407 CHF 92,623 CHF 99.67% 99.67%
13/05/2024 2.88% 0.34 CHF 0.35 CHF 226,500 226,500 225,513 225,513 77,170 CHF 79,425 CHF 100.00% 100.00%
10/05/2024 2.89% 0.35 CHF 0.36 CHF 233,100 233,100 234,037 234,037 79,779 CHF 82,119 CHF 100.00% 100.00%
08/05/2024 2.97% 0.33 CHF 0.34 CHF 234,300 234,300 234,668 234,668 77,801 CHF 80,148 CHF 99.07% 99.07%
07/05/2024 3.07% 0.34 CHF 0.35 CHF 245,600 245,600 248,292 248,292 79,719 CHF 82,202 CHF 97.67% 97.67%
06/05/2024 3.23% 0.31 CHF 0.32 CHF 249,300 249,300 251,056 251,056 76,415 CHF 78,926 CHF 100.00% 100.00%
03/05/2024 3.13% 0.31 CHF 0.32 CHF 258,000 258,000 257,670 257,670 80,962 CHF 83,538 CHF 100.00% 100.00%
02/05/2024 3.39% 0.29 CHF 0.30 CHF 276,100 276,100 276,543 276,543 80,159 CHF 82,925 CHF 100.00% 100.00%

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