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 3.46% 0.28 CHF 0.29 CHF 1,000,000 1,000,000 999,243 999,243 284,123 CHF 294,123 CHF 100.00% 100.00%
15/05/2024 3.05% 0.29 CHF 0.30 CHF 1,000,000 1,000,000 998,008 998,008 324,371 CHF 334,371 CHF 99.99% 99.99%
14/05/2024 2.57% 0.36 CHF 0.37 CHF 1,000,000 1,000,000 999,909 999,909 384,459 CHF 394,459 CHF 99.99% 99.99%
13/05/2024 2.50% 0.39 CHF 0.40 CHF 1,000,000 1,000,000 1,000,000 1,000,000 395,939 CHF 405,939 CHF 100.00% 100.00%
10/05/2024 2.40% 0.43 CHF 0.44 CHF 1,000,000 1,000,000 1,000,000 1,000,000 411,659 CHF 421,659 CHF 100.00% 100.00%
08/05/2024 2.19% 0.45 CHF 0.46 CHF 1,000,000 1,000,000 999,957 999,957 451,404 CHF 461,404 CHF 99.51% 99.51%
07/05/2024 2.49% 0.39 CHF 0.40 CHF 1,000,000 1,000,000 999,576 999,576 397,347 CHF 407,347 CHF 99.86% 99.86%
06/05/2024 2.68% 0.38 CHF 0.39 CHF 1,000,000 1,000,000 1,000,000 1,000,000 368,815 CHF 378,815 CHF 100.00% 100.00%
03/05/2024 2.56% 0.40 CHF 0.41 CHF 1,000,000 1,000,000 1,000,000 1,000,000 387,079 CHF 397,079 CHF 99.96% 99.96%
02/05/2024 2.28% 0.45 CHF 0.46 CHF 1,000,000 1,000,000 1,000,000 1,000,000 434,971 CHF 444,971 CHF 100.00% 100.00%

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