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 1.88% 0.52 CHF 0.53 CHF 400,000 400,000 180,181 180,181 96,332 CHF 98,140 CHF 100.00% 100.00%
15/05/2024 2.01% 0.56 CHF 0.57 CHF 410,000 410,000 178,187 178,187 92,453 CHF 94,242 CHF 100.00% 100.00%
14/05/2024 2.05% 0.50 CHF 0.51 CHF 390,000 390,000 174,824 174,824 86,551 CHF 88,304 CHF 100.00% 100.00%
13/05/2024 2.07% 0.48 CHF 0.49 CHF 390,000 390,000 174,742 174,742 84,798 CHF 86,549 CHF 100.00% 100.00%
10/05/2024 2.09% 0.49 CHF 0.50 CHF 390,000 390,000 174,819 174,819 84,722 CHF 86,473 CHF 99.88% 99.88%
08/05/2024 2.04% 0.48 CHF 0.49 CHF 390,000 390,000 129,069 129,069 63,481 CHF 64,774 CHF 97.41% 97.41%
07/05/2024 2.40% 0.49 CHF 0.50 CHF 395,000 395,000 169,990 169,990 80,464 CHF 82,167 CHF 58.18% 98.81%
06/05/2024 3.06% 0.31 CHF 0.32 CHF 360,000 360,000 160,811 160,811 51,799 CHF 53,410 CHF 100.00% 100.00%
03/05/2024 2.78% 0.36 CHF 0.37 CHF 365,000 365,000 149,161 149,161 53,545 CHF 55,040 CHF 100.00% 100.00%
02/05/2024 2.56% 0.38 CHF 0.39 CHF 365,000 365,000 165,618 165,618 65,118 CHF 66,777 CHF 100.00% 100.00%

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