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
29/05/2024 4.11% 0.38 CHF 0.39 CHF 114,000 114,000 51,004 51,004 19,148 CHF 19,813 CHF 99.90% 99.90%
28/05/2024 3.42% 0.43 CHF 0.44 CHF 112,000 112,000 50,165 50,165 21,825 CHF 22,477 CHF 100.00% 100.00%
27/05/2024 3.24% 0.46 CHF 0.47 CHF 44,000 44,000 35,189 35,189 16,519 CHF 17,025 CHF 96.74% 96.74%
24/05/2024 3.52% 0.44 CHF 0.45 CHF 112,000 112,000 50,149 50,149 21,564 CHF 22,215 CHF 99.99% 99.99%
23/05/2024 2.93% 0.47 CHF 0.48 CHF 110,000 110,000 48,936 48,936 24,957 CHF 25,592 CHF 99.70% 99.70%
22/05/2024 3.77% 0.49 CHF 0.50 CHF 110,000 110,000 49,917 49,917 20,997 CHF 21,646 CHF 100.00% 100.00%
21/05/2024 3.91% 0.41 CHF 0.42 CHF 112,000 112,000 51,216 51,216 20,210 CHF 20,877 CHF 98.32% 98.32%
17/05/2024 5.17% 0.34 CHF 0.35 CHF 116,000 116,000 52,140 52,140 15,481 CHF 16,158 CHF 100.00% 100.00%
16/05/2024 5.24% 0.25 CHF 0.26 CHF 118,000 118,000 53,137 53,137 14,949 CHF 15,642 CHF 100.00% 100.00%
15/05/2024 5.10% 0.28 CHF 0.29 CHF 118,000 118,000 52,097 52,097 15,207 CHF 15,885 CHF 99.98% 99.98%

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