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 2.01% 0.51 CHF 0.52 CHF 228,000 228,000 225,808 225,808 111,966 CHF 114,230 CHF 100.00% 100.00%
14/05/2024 2.03% 0.48 CHF 0.49 CHF 220,000 220,000 224,743 224,743 109,583 CHF 111,831 CHF 99.99% 99.99%
13/05/2024 1.88% 0.51 CHF 0.52 CHF 232,000 232,000 235,399 235,399 123,807 CHF 126,161 CHF 100.00% 100.00%
10/05/2024 1.91% 0.52 CHF 0.53 CHF 236,000 236,000 233,006 233,006 121,115 CHF 123,445 CHF 100.00% 100.00%
08/05/2024 1.90% 0.52 CHF 0.53 CHF 236,000 236,000 236,000 236,000 122,850 CHF 125,210 CHF 98.98% 98.98%
07/05/2024 1.89% 0.53 CHF 0.54 CHF 236,000 236,000 235,898 235,898 123,726 CHF 126,087 CHF 99.66% 99.66%
06/05/2024 1.86% 0.53 CHF 0.54 CHF 236,000 236,000 238,078 238,078 126,724 CHF 129,105 CHF 100.00% 100.00%
03/05/2024 1.87% 0.54 CHF 0.55 CHF 240,000 240,000 239,565 239,565 126,997 CHF 129,393 CHF 100.00% 100.00%
02/05/2024 1.88% 0.54 CHF 0.55 CHF 240,000 240,000 236,630 236,630 124,991 CHF 127,358 CHF 100.00% 100.00%
30/04/2024 1.84% 0.54 CHF 0.55 CHF 240,000 240,000 239,894 239,894 129,543 CHF 131,943 CHF 100.00% 100.00%

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