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 1.99% 0.50 CHF 0.52 CHF 100,000 75,000 100,000 75,000 52,255 CHF 39,978 CHF 98.70% 98.70%
15/05/2024 2.04% 0.55 CHF 0.56 CHF 100,000 75,000 104,253 74,208 52,351 CHF 38,105 CHF 94.94% 94.94%
14/05/2024 4.60% 0.41 CHF 0.43 CHF 37,500 37,500 37,500 37,500 16,288 CHF 17,053 CHF 96.88% 96.88%
13/05/2024 2.20% 0.49 CHF 0.50 CHF 110,000 75,000 109,913 75,000 53,085 CHF 37,029 CHF 95.93% 95.93%
10/05/2024 1.93% 0.52 CHF 0.53 CHF 100,000 75,000 100,000 75,000 53,645 CHF 41,020 CHF 80.89% 80.89%
08/05/2024 1.96% 0.50 CHF 0.51 CHF 100,000 75,000 100,000 75,000 51,828 CHF 39,642 CHF 58.65% 58.65%
07/05/2024 2.31% 0.50 CHF 0.51 CHF 100,000 75,000 103,055 71,635 49,987 CHF 35,533 CHF 98.22% 98.22%
06/05/2024 2.08% 0.47 CHF 0.48 CHF 110,000 75,000 106,700 75,000 52,317 CHF 37,571 CHF 97.25% 97.25%
03/05/2024 2.07% 0.50 CHF 0.51 CHF 100,000 75,000 107,096 75,000 52,471 CHF 37,540 CHF 95.84% 95.84%
02/05/2024 2.12% 0.45 CHF 0.46 CHF 120,000 75,000 111,060 75,000 53,069 CHF 36,633 CHF 99.12% 99.12%

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