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
14/05/2024 1.29% 0.84 CHF 0.85 CHF 500,000 500,000 499,884 499,911 385,776 CHF 390,798 CHF 99.99% 99.99%
13/05/2024 1.31% 0.75 CHF 0.76 CHF 500,000 500,000 500,000 500,000 380,026 CHF 385,026 CHF 100.00% 100.00%
10/05/2024 1.48% 0.72 CHF 0.73 CHF 500,000 500,000 500,000 500,000 334,637 CHF 339,637 CHF 100.00% 100.00%
08/05/2024 1.18% 0.76 CHF 0.77 CHF 500,000 500,000 499,916 499,916 422,132 CHF 427,132 CHF 99.63% 99.63%
07/05/2024 1.29% 0.79 CHF 0.80 CHF 500,000 500,000 499,712 499,712 386,885 CHF 391,885 CHF 100.00% 100.00%
06/05/2024 1.37% 0.74 CHF 0.75 CHF 500,000 500,000 499,706 499,706 363,840 CHF 368,838 CHF 100.00% 100.00%
03/05/2024 1.39% 0.75 CHF 0.76 CHF 500,000 500,000 500,000 500,000 357,130 CHF 362,130 CHF 99.98% 99.98%
02/05/2024 1.41% 0.78 CHF 0.79 CHF 500,000 500,000 500,000 500,000 352,675 CHF 357,675 CHF 100.00% 100.00%
30/04/2024 2.38% 0.49 CHF 0.50 CHF 500,000 500,000 499,789 499,789 210,581 CHF 215,581 CHF 100.00% 100.00%
29/04/2024 2.67% 0.41 CHF 0.42 CHF 500,000 500,000 499,912 499,912 185,257 CHF 190,257 CHF 100.00% 100.00%

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