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 0.28% 5.64 CHF 5.65 CHF 250,000 250,000 210,585 210,585 1,195,880 CHF 1,198,280 CHF 99.00% 99.00%
15/05/2024 0.36% 5.65 CHF 5.69 CHF 50,000 50,000 183,464 183,464 1,017,680 CHF 1,020,010 CHF 97.70% 97.70%
14/05/2024 0.19% 5.41 CHF 5.42 CHF 250,000 250,000 247,383 247,383 1,329,080 CHF 1,331,570 CHF 97.89% 97.89%
13/05/2024 0.20% 5.30 CHF 5.31 CHF 250,000 250,000 246,257 246,257 1,319,700 CHF 1,322,190 CHF 99.93% 99.93%
10/05/2024 0.18% 5.54 CHF 5.55 CHF 250,000 250,000 250,000 250,000 1,400,070 CHF 1,402,570 CHF 98.67% 98.67%
08/05/2024 0.20% 5.12 CHF 5.13 CHF 250,000 250,000 250,000 250,000 1,276,060 CHF 1,278,560 CHF 100.00% 100.00%
07/05/2024 0.19% 5.13 CHF 5.14 CHF 250,000 250,000 250,000 250,000 1,283,910 CHF 1,286,410 CHF 99.97% 99.97%
06/05/2024 0.25% 5.19 CHF 5.20 CHF 250,000 250,000 230,381 230,381 1,190,040 CHF 1,192,500 CHF 100.00% 100.00%
03/05/2024 0.31% 4.93 CHF 4.94 CHF 250,000 250,000 214,893 214,893 1,072,320 CHF 1,074,730 CHF 97.31% 97.31%
02/05/2024 0.24% 5.06 CHF 5.07 CHF 250,000 250,000 236,201 236,201 1,191,140 CHF 1,193,600 CHF 99.33% 99.33%

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