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 5.60% 64.00 CHF 67.20 CHF 5,900 5,900 5,885 5,885 329,277 CHF 348,157 CHF 100.00% 100.00%
14/05/2024 5.50% 53.50 CHF 56.40 CHF 6,500 6,500 6,500 6,500 327,862 CHF 346,403 CHF 99.76% 99.76%
13/05/2024 5.59% 53.60 CHF 56.80 CHF 5,900 5,900 5,900 5,900 328,298 CHF 347,178 CHF 100.00% 100.00%
10/05/2024 5.32% 52.40 CHF 55.30 CHF 6,400 6,400 6,400 6,400 335,478 CHF 353,812 CHF 100.00% 100.00%
08/05/2024 5.25% 49.30 CHF 51.90 CHF 7,100 7,100 7,099 7,099 342,371 CHF 360,831 CHF 99.44% 99.44%
07/05/2024 5.24% 46.45 CHF 48.95 CHF 7,400 7,400 7,395 7,395 343,868 CHF 362,368 CHF 100.00% 100.00%
06/05/2024 4.82% 44.90 CHF 47.10 CHF 8,400 8,400 8,400 8,400 374,129 CHF 392,609 CHF 100.00% 100.00%
03/05/2024 4.52% 40.20 CHF 42.05 CHF 10,000 10,000 10,000 10,000 400,803 CHF 419,303 CHF 99.95% 99.95%
02/05/2024 4.40% 36.40 CHF 38.00 CHF 11,800 11,800 11,800 11,800 420,376 CHF 439,256 CHF 99.56% 99.56%
30/04/2024 4.84% 36.50 CHF 38.40 CHF 9,800 9,800 9,797 9,797 375,240 CHF 393,860 CHF 100.00% 100.00%

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