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 2.15% 0.46 CHF 0.47 CHF 450,000 150,000 450,000 150,000 206,800 CHF 70,433 CHF 98.75% 98.75%
16/05/2024 2.19% 0.46 CHF 0.47 CHF 450,000 150,000 450,000 150,000 203,242 CHF 69,247 CHF 98.84% 98.84%
15/05/2024 2.33% 0.43 CHF 0.44 CHF 450,000 150,000 450,000 150,000 190,688 CHF 65,063 CHF 99.17% 99.17%
14/05/2024 2.23% 0.45 CHF 0.46 CHF 450,000 150,000 450,000 150,000 199,459 CHF 67,986 CHF 99.36% 99.36%
13/05/2024 1.85% 0.56 CHF 0.56 CHF 450,000 150,000 450,000 150,000 240,539 CHF 81,680 CHF 98.19% 98.19%
10/05/2024 1.69% 0.59 CHF 0.60 CHF 450,000 150,000 450,000 150,000 264,585 CHF 89,695 CHF 98.99% 98.99%
08/05/2024 1.47% 0.68 CHF 0.69 CHF 450,000 150,000 450,000 150,000 304,648 CHF 103,049 CHF 98.74% 98.74%
07/05/2024 1.41% 0.69 CHF 0.70 CHF 450,000 150,000 450,000 150,000 316,140 CHF 106,880 CHF 99.37% 99.37%
06/05/2024 1.33% 0.74 CHF 0.75 CHF 450,000 150,000 450,000 150,000 335,457 CHF 113,319 CHF 99.37% 99.37%
03/05/2024 1.62% 0.71 CHF 0.72 CHF 450,000 150,000 450,000 150,000 285,588 CHF 96,696 CHF 99.11% 99.11%

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