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 3.38% 0.27 CHF 0.28 CHF 354,500 354,500 352,806 352,806 102,759 CHF 106,290 CHF 100.00% 100.00%
15/05/2024 3.48% 0.30 CHF 0.31 CHF 376,700 376,700 374,204 374,204 106,088 CHF 109,839 CHF 100.00% 100.00%
14/05/2024 3.63% 0.27 CHF 0.28 CHF 377,200 377,200 375,637 375,637 101,717 CHF 105,474 CHF 100.00% 100.00%
13/05/2024 3.51% 0.27 CHF 0.28 CHF 351,800 351,800 350,349 350,349 98,092 CHF 101,596 CHF 100.00% 100.00%
10/05/2024 3.39% 0.29 CHF 0.30 CHF 382,500 382,500 380,924 380,924 110,613 CHF 114,422 CHF 100.00% 100.00%
08/05/2024 4.06% 0.25 CHF 0.26 CHF 397,000 397,000 395,299 395,299 95,591 CHF 99,544 CHF 99.06% 99.06%
07/05/2024 4.09% 0.25 CHF 0.26 CHF 533,100 533,100 546,701 546,701 131,185 CHF 136,652 CHF 97.05% 97.05%
06/05/2024 6.23% 0.16 CHF 0.17 CHF 675,300 675,300 672,515 672,515 104,669 CHF 111,394 CHF 100.00% 100.00%
03/05/2024 6.31% 0.15 CHF 0.16 CHF 681,500 681,500 678,690 678,690 104,191 CHF 110,978 CHF 100.00% 100.00%
02/05/2024 6.01% 0.15 CHF 0.16 CHF 590,600 590,600 588,165 588,165 95,032 CHF 100,914 CHF 100.00% 100.00%

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