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
14/05/2024 2.41% 0.42 CHF 0.43 CHF 395,000 395,000 394,927 394,927 162,054 CHF 166,004 CHF 100.00% 100.00%
13/05/2024 2.41% 0.42 CHF 0.43 CHF 395,000 395,000 395,000 395,000 162,045 CHF 165,995 CHF 100.00% 100.00%
10/05/2024 2.36% 0.41 CHF 0.42 CHF 395,000 395,000 395,775 395,775 166,055 CHF 170,012 CHF 100.00% 100.00%
08/05/2024 2.20% 0.44 CHF 0.45 CHF 400,000 400,000 403,426 403,426 181,207 CHF 185,242 CHF 99.25% 99.25%
07/05/2024 2.05% 0.47 CHF 0.48 CHF 410,000 410,000 409,624 409,624 197,843 CHF 201,942 CHF 97.36% 97.36%
06/05/2024 2.12% 0.48 CHF 0.49 CHF 410,000 410,000 406,045 406,045 189,607 CHF 193,667 CHF 98.51% 98.51%
03/05/2024 2.10% 0.48 CHF 0.49 CHF 410,000 410,000 408,284 408,284 192,735 CHF 196,818 CHF 99.99% 99.99%
02/05/2024 2.07% 0.48 CHF 0.49 CHF 410,000 410,000 409,936 409,936 196,063 CHF 200,162 CHF 100.00% 100.00%
30/04/2024 2.15% 0.47 CHF 0.48 CHF 405,000 405,000 404,772 404,772 186,322 CHF 190,372 CHF 100.00% 100.00%
29/04/2024 2.14% 0.47 CHF 0.48 CHF 405,000 405,000 405,000 405,000 186,997 CHF 191,047 CHF 99.99% 99.99%

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