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
14/05/2024 2.32% 0.42 CHF 0.43 CHF 220,000 220,000 224,743 224,743 95,988 CHF 98,236 CHF 99.99% 99.99%
13/05/2024 2.13% 0.45 CHF 0.46 CHF 232,000 232,000 235,399 235,399 109,538 CHF 111,892 CHF 100.00% 100.00%
10/05/2024 2.15% 0.46 CHF 0.47 CHF 236,000 236,000 233,011 233,011 107,023 CHF 109,353 CHF 100.00% 100.00%
08/05/2024 2.15% 0.46 CHF 0.47 CHF 236,000 236,000 236,000 236,000 108,600 CHF 110,960 CHF 98.99% 98.99%
07/05/2024 2.13% 0.46 CHF 0.47 CHF 236,000 236,000 235,991 235,991 109,488 CHF 111,849 CHF 99.60% 99.60%
06/05/2024 2.10% 0.47 CHF 0.48 CHF 236,000 236,000 238,079 238,079 112,318 CHF 114,699 CHF 100.00% 100.00%
03/05/2024 2.11% 0.47 CHF 0.48 CHF 240,000 240,000 239,565 239,565 112,550 CHF 114,946 CHF 100.00% 100.00%
02/05/2024 2.12% 0.48 CHF 0.49 CHF 240,000 240,000 236,631 236,631 110,405 CHF 112,771 CHF 100.00% 100.00%
30/04/2024 2.06% 0.48 CHF 0.49 CHF 240,000 240,000 239,907 239,907 115,145 CHF 117,545 CHF 100.00% 100.00%
29/04/2024 2.11% 0.47 CHF 0.48 CHF 240,000 240,000 238,545 238,545 112,131 CHF 114,516 CHF 99.57% 99.57%

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