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
17/05/2024 0.18% 5.84 CHF 5.86 CHF 250,000 250,000 250,000 250,000 1,423,770 CHF 1,426,300 CHF 100.00% 100.00%
16/05/2024 0.29% 5.55 CHF 5.56 CHF 250,000 250,000 210,585 210,585 1,178,220 CHF 1,180,620 CHF 99.00% 99.00%
15/05/2024 0.36% 5.57 CHF 5.61 CHF 50,000 50,000 183,457 183,457 1,003,150 CHF 1,005,480 CHF 97.71% 97.71%
14/05/2024 0.20% 5.33 CHF 5.34 CHF 250,000 250,000 247,383 247,383 1,309,510 CHF 1,312,000 CHF 97.88% 97.88%
13/05/2024 0.20% 5.22 CHF 5.23 CHF 250,000 250,000 246,257 246,257 1,300,240 CHF 1,302,730 CHF 99.93% 99.93%
10/05/2024 0.18% 5.46 CHF 5.47 CHF 250,000 250,000 250,000 250,000 1,379,940 CHF 1,382,440 CHF 98.68% 98.68%
08/05/2024 0.20% 5.04 CHF 5.05 CHF 250,000 250,000 250,000 250,000 1,256,300 CHF 1,258,800 CHF 100.00% 100.00%
07/05/2024 0.20% 5.06 CHF 5.07 CHF 250,000 250,000 250,000 250,000 1,264,160 CHF 1,266,660 CHF 99.90% 99.90%
06/05/2024 0.25% 5.11 CHF 5.12 CHF 250,000 250,000 230,382 230,382 1,171,910 CHF 1,174,360 CHF 100.00% 100.00%
03/05/2024 0.31% 4.85 CHF 4.86 CHF 250,000 250,000 214,959 214,959 1,055,670 CHF 1,058,080 CHF 97.18% 97.18%

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