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
29/05/2024 4.78% 0.20 CHF 0.21 CHF 653,700 653,700 641,051 641,051 131,006 CHF 137,419 CHF 99.48% 99.48%
28/05/2024 4.17% 0.22 CHF 0.23 CHF 599,800 599,800 589,468 589,468 138,920 CHF 144,815 CHF 100.00% 100.00%
27/05/2024 4.37% 0.23 CHF 0.24 CHF 625,000 625,000 625,024 625,024 140,327 CHF 146,585 CHF 99.79% 99.79%
24/05/2024 4.77% 0.22 CHF 0.23 CHF 638,700 638,700 636,060 636,060 130,333 CHF 136,693 CHF 100.00% 100.00%
23/05/2024 4.76% 0.22 CHF 0.23 CHF 725,900 725,900 725,121 725,121 149,050 CHF 156,304 CHF 99.65% 99.65%
22/05/2024 5.10% 0.19 CHF 0.20 CHF 739,800 739,800 736,119 736,119 140,649 CHF 148,010 CHF 100.00% 100.00%
21/05/2024 5.48% 0.18 CHF 0.19 CHF 754,600 754,600 751,464 751,464 133,709 CHF 141,230 CHF 99.54% 99.54%
17/05/2024 5.71% 0.19 CHF 0.20 CHF 692,800 692,800 698,789 698,789 119,173 CHF 126,161 CHF 99.26% 99.26%
16/05/2024 3.91% 0.20 CHF 0.21 CHF 340,200 340,200 333,304 333,304 85,677 CHF 89,013 CHF 99.42% 99.42%
15/05/2024 2.38% 0.43 CHF 0.44 CHF 345,600 345,600 348,065 348,065 145,405 CHF 148,894 CHF 100.00% 100.00%

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