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 1.70% 0.58 CHF 0.59 CHF 400,000 400,000 180,150 180,150 106,745 CHF 108,554 CHF 100.00% 100.00%
15/05/2024 1.82% 0.61 CHF 0.62 CHF 410,000 410,000 178,177 178,177 102,308 CHF 104,097 CHF 100.00% 100.00%
14/05/2024 1.84% 0.55 CHF 0.56 CHF 390,000 390,000 174,821 174,821 96,489 CHF 98,242 CHF 100.00% 100.00%
13/05/2024 1.86% 0.54 CHF 0.55 CHF 390,000 390,000 174,741 174,741 94,708 CHF 96,459 CHF 100.00% 100.00%
10/05/2024 1.87% 0.55 CHF 0.56 CHF 390,000 390,000 174,795 174,795 94,685 CHF 96,436 CHF 99.88% 99.88%
08/05/2024 1.83% 0.54 CHF 0.55 CHF 390,000 390,000 129,065 129,065 70,758 CHF 72,051 CHF 97.38% 97.38%
07/05/2024 2.12% 0.55 CHF 0.56 CHF 395,000 395,000 170,150 170,150 90,242 CHF 91,947 CHF 58.13% 98.75%
06/05/2024 2.60% 0.36 CHF 0.39 CHF 360,000 360,000 107,230 107,230 41,697 CHF 42,773 CHF 78.63% 100.00%
03/05/2024 2.41% 0.41 CHF 0.42 CHF 365,000 365,000 149,160 149,160 61,815 CHF 63,309 CHF 100.00% 100.00%
02/05/2024 2.24% 0.44 CHF 0.45 CHF 365,000 365,000 165,618 165,618 74,424 CHF 76,083 CHF 100.00% 100.00%

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