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 1.66% 0.61 CHF 0.62 CHF 100,000 100,000 100,000 100,000 59,842 CHF 60,842 CHF 98.61% 98.61%
15/05/2024 1.56% 0.63 CHF 0.64 CHF 100,000 100,000 99,803 99,753 63,588 CHF 64,554 CHF 98.95% 98.95%
14/05/2024 1.55% 0.65 CHF 0.66 CHF 100,000 100,000 100,000 100,000 64,062 CHF 65,062 CHF 100.00% 100.00%
13/05/2024 1.58% 0.63 CHF 0.64 CHF 200,000 200,000 200,000 200,000 125,424 CHF 127,424 CHF 100.00% 100.00%
10/05/2024 1.64% 0.60 CHF 0.61 CHF 200,000 200,000 200,000 200,000 120,819 CHF 122,819 CHF 100.00% 100.00%
08/05/2024 1.75% 0.56 CHF 0.57 CHF 200,000 200,000 200,000 200,000 113,176 CHF 115,176 CHF 100.00% 100.00%
07/05/2024 1.75% 0.56 CHF 0.57 CHF 200,000 200,000 200,000 200,000 113,073 CHF 115,073 CHF 98.86% 98.86%
06/05/2024 1.80% 0.56 CHF 0.57 CHF 200,000 200,000 200,000 200,000 110,210 CHF 112,210 CHF 94.79% 94.79%
03/05/2024 1.88% 0.53 CHF 0.54 CHF 200,000 200,000 200,000 200,000 105,239 CHF 107,239 CHF 93.19% 93.19%
02/05/2024 1.96% 0.50 CHF 0.51 CHF 200,000 200,000 200,000 200,000 101,186 CHF 103,186 CHF 99.13% 99.13%

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