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 2.65% 0.53 CHF 0.54 CHF 200,000 200,000 179,396 179,396 94,149 CHF 96,329 CHF 98.53% 98.53%
15/05/2024 1.32% 0.74 CHF 0.75 CHF 100,000 100,000 99,762 99,762 75,877 CHF 76,883 CHF 98.90% 98.90%
14/05/2024 1.33% 0.84 CHF 0.85 CHF 200,000 200,000 192,267 192,267 165,596 CHF 167,669 CHF 99.99% 99.99%
13/05/2024 1.28% 0.75 CHF 0.76 CHF 100,000 100,000 100,000 100,000 77,875 CHF 78,875 CHF 100.00% 100.00%
10/05/2024 1.25% 0.82 CHF 0.83 CHF 100,000 100,000 100,000 100,000 79,830 CHF 80,830 CHF 100.00% 100.00%
08/05/2024 1.36% 0.92 CHF 0.94 CHF 100,000 100,000 100,000 100,000 92,339 CHF 93,604 CHF 100.00% 100.00%
07/05/2024 1.25% 0.94 CHF 0.95 CHF 100,000 100,000 100,000 100,000 99,144 CHF 100,392 CHF 98.92% 98.92%
06/05/2024 1.23% 1.04 CHF 1.05 CHF 100,000 100,000 100,000 100,000 106,129 CHF 107,439 CHF 100.00% 100.00%
03/05/2024 1.29% 1.12 CHF 1.13 CHF 100,000 100,000 100,000 100,000 118,230 CHF 119,768 CHF 98.69% 98.69%
02/05/2024 1.09% 1.26 CHF 1.28 CHF 100,000 100,000 100,000 100,000 109,703 CHF 110,901 CHF 96.17% 96.17%

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