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 7.68% 0.13 CHF 0.14 CHF 1,018,800 1,018,800 1,017,900 1,017,900 127,632 CHF 137,820 CHF 100.00% 100.00%
15/05/2024 7.77% 0.13 CHF 0.14 CHF 956,300 956,300 953,892 953,892 118,527 CHF 128,090 CHF 100.00% 100.00%
14/05/2024 7.28% 0.13 CHF 0.14 CHF 919,700 919,700 920,413 920,413 121,865 CHF 131,070 CHF 100.00% 100.00%
13/05/2024 7.34% 0.14 CHF 0.14 CHF 891,200 891,200 891,200 891,200 116,932 CHF 125,844 CHF 100.00% 100.00%
10/05/2024 6.74% 0.14 CHF 0.15 CHF 832,700 832,700 832,700 832,700 119,525 CHF 127,852 CHF 100.00% 100.00%
08/05/2024 6.54% 0.15 CHF 0.16 CHF 905,600 905,600 905,600 905,600 133,919 CHF 142,975 CHF 99.09% 99.09%
07/05/2024 7.43% 0.14 CHF 0.14 CHF 586,200 586,200 567,619 567,619 73,849 CHF 79,525 CHF 99.53% 99.53%
06/05/2024 4.75% 0.20 CHF 0.21 CHF 578,900 578,900 578,900 578,900 118,954 CHF 124,743 CHF 100.00% 100.00%
03/05/2024 4.50% 0.22 CHF 0.23 CHF 543,700 543,700 543,954 543,954 118,163 CHF 123,602 CHF 100.00% 100.00%
02/05/2024 4.40% 0.23 CHF 0.24 CHF 568,600 568,600 565,075 565,075 125,662 CHF 131,313 CHF 100.00% 100.00%

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