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 6.54% 0.31 CHF 0.33 CHF 71,000 71,000 70,822 70,822 21,006 CHF 22,424 CHF 100.00% 100.00%
15/05/2024 5.55% 0.30 CHF 0.32 CHF 71,000 71,000 71,293 71,293 25,306 CHF 26,735 CHF 99.75% 99.75%
14/05/2024 4.19% 0.42 CHF 0.44 CHF 72,000 72,000 72,766 72,766 34,135 CHF 35,590 CHF 100.00% 100.00%
13/05/2024 4.37% 0.48 CHF 0.50 CHF 73,000 73,000 72,594 72,594 32,548 CHF 34,000 CHF 99.85% 99.85%
10/05/2024 4.38% 0.46 CHF 0.48 CHF 73,000 73,000 72,603 72,603 32,534 CHF 33,986 CHF 100.00% 100.00%
08/05/2024 4.25% 0.47 CHF 0.49 CHF 73,000 73,000 72,727 72,727 33,564 CHF 35,019 CHF 98.93% 98.93%
07/05/2024 3.69% 0.52 CHF 0.54 CHF 74,000 74,000 73,676 73,676 39,356 CHF 40,830 CHF 99.75% 99.75%
06/05/2024 2.38% 0.81 CHF 0.83 CHF 78,000 78,000 77,930 77,930 64,703 CHF 66,261 CHF 100.00% 100.00%
03/05/2024 1.62% 0.89 CHF 0.91 CHF 79,000 79,000 79,735 79,735 75,729 CHF 76,942 CHF 99.80% 99.80%
02/05/2024 0.94% 1.07 CHF 1.08 CHF 82,000 82,000 81,293 81,293 85,866 CHF 86,679 CHF 98.57% 98.57%

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