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
15/05/2024 0.50% 1.99 CHF 2.00 CHF 500,000 500,000 499,081 499,081 1,003,220 CHF 1,008,220 CHF 100.00% 100.00%
14/05/2024 0.51% 2.00 CHF 2.01 CHF 500,000 500,000 499,912 499,912 969,782 CHF 974,782 CHF 100.00% 100.00%
13/05/2024 0.52% 1.92 CHF 1.93 CHF 500,000 500,000 500,000 500,000 964,191 CHF 969,191 CHF 100.00% 100.00%
10/05/2024 0.54% 1.89 CHF 1.90 CHF 500,000 500,000 500,000 500,000 919,111 CHF 924,111 CHF 100.00% 100.00%
08/05/2024 0.50% 1.94 CHF 1.95 CHF 500,000 500,000 499,912 499,912 1,007,610 CHF 1,012,610 CHF 99.63% 99.63%
07/05/2024 0.51% 1.96 CHF 1.97 CHF 500,000 500,000 499,714 499,714 971,596 CHF 976,596 CHF 100.00% 100.00%
06/05/2024 0.53% 1.91 CHF 1.92 CHF 500,000 500,000 499,706 499,706 947,316 CHF 952,314 CHF 100.00% 100.00%
03/05/2024 0.53% 1.92 CHF 1.93 CHF 500,000 500,000 500,000 500,000 941,660 CHF 946,660 CHF 100.00% 100.00%
02/05/2024 0.53% 1.96 CHF 1.97 CHF 500,000 500,000 500,000 500,000 940,984 CHF 945,984 CHF 99.99% 99.99%
30/04/2024 0.63% 1.68 CHF 1.69 CHF 500,000 500,000 499,791 499,791 798,176 CHF 803,176 CHF 99.99% 99.99%

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