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 2.06% 0.48 CHF 0.49 CHF 110,000 100,000 109,112 100,000 52,312 CHF 48,960 CHF 97.75% 97.75%
15/05/2024 2.38% 0.47 CHF 0.48 CHF 110,000 100,000 124,122 99,757 52,325 CHF 43,182 CHF 98.90% 98.90%
14/05/2024 2.20% 0.43 CHF 0.44 CHF 120,000 100,000 117,690 100,000 52,841 CHF 45,922 CHF 99.50% 99.50%
13/05/2024 2.20% 0.43 CHF 0.44 CHF 120,000 100,000 117,606 100,000 52,937 CHF 46,040 CHF 99.81% 99.81%
10/05/2024 2.31% 0.45 CHF 0.46 CHF 120,000 100,000 121,596 100,000 51,982 CHF 43,849 CHF 100.00% 100.00%
08/05/2024 3.01% 0.38 CHF 0.39 CHF 140,000 100,000 158,272 100,000 51,833 CHF 33,944 CHF 100.00% 100.00%
07/05/2024 4.48% 0.25 CHF 0.26 CHF 200,000 100,000 230,755 100,000 50,343 CHF 22,928 CHF 96.64% 96.64%
06/05/2024 3.64% 0.21 CHF 0.22 CHF 240,000 100,000 189,242 100,000 51,116 CHF 28,311 CHF 100.00% 100.00%
03/05/2024 3.84% 0.24 CHF 0.25 CHF 210,000 100,000 198,582 99,973 50,717 CHF 26,568 CHF 97.93% 97.93%
02/05/2024 4.09% 0.23 CHF 0.24 CHF 220,000 100,000 211,211 100,000 50,555 CHF 25,012 CHF 99.41% 99.41%

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