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 1.24% 0.82 CHF 0.83 CHF 600,000 200,000 600,000 200,000 481,853 CHF 162,618 CHF 89.25% 89.25%
15/05/2024 1.22% 0.80 CHF 0.81 CHF 600,000 200,000 600,000 200,000 487,798 CHF 164,599 CHF 92.08% 92.08%
14/05/2024 1.17% 0.84 CHF 0.85 CHF 600,000 200,000 600,000 200,000 510,370 CHF 172,123 CHF 85.32% 85.32%
13/05/2024 1.16% 0.86 CHF 0.87 CHF 600,000 200,000 600,000 200,000 513,408 CHF 173,136 CHF 74.71% 74.71%
10/05/2024 1.15% 0.87 CHF 0.88 CHF 600,000 200,000 600,000 200,000 520,060 CHF 175,353 CHF 85.11% 85.11%
08/05/2024 1.13% 0.88 CHF 0.89 CHF 600,000 200,000 600,000 200,000 527,700 CHF 177,900 CHF 84.48% 84.48%
07/05/2024 1.13% 0.88 CHF 0.89 CHF 600,000 200,000 600,000 200,000 527,224 CHF 177,741 CHF 94.83% 94.83%
06/05/2024 1.16% 0.86 CHF 0.87 CHF 600,000 200,000 600,000 200,000 512,314 CHF 172,771 CHF 81.97% 81.97%
03/05/2024 1.16% 0.85 CHF 0.86 CHF 600,000 200,000 600,000 200,000 513,865 CHF 173,288 CHF 96.30% 96.30%
02/05/2024 1.15% 0.86 CHF 0.87 CHF 600,000 200,000 600,000 200,000 518,081 CHF 174,694 CHF 97.46% 97.46%

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