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 2.48% 0.41 CHF 0.42 CHF 130,000 100,000 129,848 100,000 51,639 CHF 40,772 CHF 100.00% 100.00%
16/05/2024 2.61% 0.39 CHF 0.40 CHF 130,000 100,000 137,107 100,000 51,788 CHF 38,801 CHF 98.61% 98.61%
15/05/2024 2.37% 0.41 CHF 0.42 CHF 130,000 100,000 124,375 99,753 51,751 CHF 42,531 CHF 98.95% 98.95%
14/05/2024 2.35% 0.43 CHF 0.44 CHF 120,000 100,000 122,899 100,000 51,629 CHF 43,040 CHF 100.00% 100.00%
13/05/2024 2.43% 0.41 CHF 0.42 CHF 200,000 200,000 200,000 200,000 81,315 CHF 83,315 CHF 100.00% 100.00%
10/05/2024 2.57% 0.38 CHF 0.39 CHF 200,000 200,000 200,000 200,000 76,754 CHF 78,754 CHF 100.00% 100.00%
08/05/2024 2.85% 0.34 CHF 0.35 CHF 200,000 200,000 200,000 200,000 69,078 CHF 71,078 CHF 100.00% 100.00%
07/05/2024 2.86% 0.34 CHF 0.35 CHF 200,000 200,000 200,000 200,000 69,051 CHF 71,051 CHF 98.86% 98.86%
06/05/2024 2.98% 0.34 CHF 0.35 CHF 200,000 200,000 200,000 200,000 66,188 CHF 68,188 CHF 94.79% 94.79%
03/05/2024 3.21% 0.31 CHF 0.32 CHF 200,000 200,000 200,000 200,000 61,239 CHF 63,239 CHF 93.19% 93.19%

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