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 4.95% 0.21 CHF 0.22 CHF 600,000 200,000 600,000 200,000 118,620 CHF 41,540 CHF 89.24% 89.24%
15/05/2024 4.71% 0.19 CHF 0.20 CHF 600,000 200,000 600,000 200,000 124,559 CHF 43,520 CHF 92.07% 92.07%
14/05/2024 4.01% 0.24 CHF 0.25 CHF 600,000 200,000 600,000 200,000 146,794 CHF 50,932 CHF 85.35% 85.35%
13/05/2024 3.91% 0.26 CHF 0.27 CHF 600,000 200,000 600,000 200,000 150,673 CHF 52,224 CHF 74.68% 74.68%
10/05/2024 3.73% 0.27 CHF 0.28 CHF 600,000 200,000 600,000 200,000 157,793 CHF 54,598 CHF 85.10% 85.10%
08/05/2024 3.54% 0.28 CHF 0.29 CHF 600,000 200,000 600,000 200,000 166,460 CHF 57,487 CHF 84.48% 84.48%
07/05/2024 3.56% 0.27 CHF 0.28 CHF 600,000 200,000 600,000 200,000 165,650 CHF 57,217 CHF 94.82% 94.82%
06/05/2024 3.92% 0.26 CHF 0.27 CHF 600,000 200,000 600,000 200,000 150,249 CHF 52,083 CHF 81.95% 81.95%
03/05/2024 3.84% 0.25 CHF 0.26 CHF 600,000 200,000 600,000 200,000 153,168 CHF 53,056 CHF 96.30% 96.30%
02/05/2024 3.76% 0.26 CHF 0.27 CHF 600,000 200,000 600,000 200,000 156,722 CHF 54,241 CHF 97.47% 97.47%

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