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
15/05/2024 1.91% 0.53 CHF 0.54 CHF 228,000 228,000 225,796 225,796 117,506 CHF 119,769 CHF 100.00% 100.00%
14/05/2024 1.94% 0.50 CHF 0.51 CHF 220,000 220,000 224,743 224,743 115,225 CHF 117,472 CHF 100.00% 100.00%
13/05/2024 1.80% 0.54 CHF 0.55 CHF 232,000 232,000 235,399 235,399 129,617 CHF 131,971 CHF 100.00% 100.00%
10/05/2024 1.83% 0.55 CHF 0.56 CHF 236,000 236,000 233,012 233,012 126,167 CHF 128,497 CHF 100.00% 100.00%
08/05/2024 1.82% 0.55 CHF 0.56 CHF 236,000 236,000 235,989 235,989 128,821 CHF 131,181 CHF 98.99% 98.99%
07/05/2024 1.81% 0.55 CHF 0.56 CHF 236,000 236,000 235,995 235,995 129,022 CHF 131,382 CHF 99.60% 99.60%
06/05/2024 1.79% 0.55 CHF 0.56 CHF 236,000 236,000 238,078 238,078 131,647 CHF 134,028 CHF 100.00% 100.00%
03/05/2024 1.79% 0.56 CHF 0.57 CHF 240,000 240,000 239,564 239,564 132,548 CHF 134,943 CHF 100.00% 100.00%
02/05/2024 1.80% 0.56 CHF 0.57 CHF 240,000 240,000 236,632 236,632 130,158 CHF 132,524 CHF 100.00% 100.00%
30/04/2024 1.77% 0.57 CHF 0.58 CHF 240,000 240,000 239,910 239,910 134,370 CHF 136,770 CHF 100.00% 100.00%

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