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 2.26% 0.43 CHF 0.44 CHF 400,000 400,000 180,200 180,200 79,936 CHF 81,744 CHF 100.00% 100.00%
15/05/2024 2.47% 0.47 CHF 0.48 CHF 410,000 410,000 178,170 178,170 75,721 CHF 77,510 CHF 100.00% 100.00%
14/05/2024 2.51% 0.40 CHF 0.41 CHF 390,000 390,000 174,817 174,817 70,287 CHF 72,040 CHF 100.00% 100.00%
13/05/2024 2.56% 0.39 CHF 0.40 CHF 390,000 390,000 174,740 174,740 68,604 CHF 70,355 CHF 100.00% 100.00%
10/05/2024 2.58% 0.40 CHF 0.41 CHF 390,000 390,000 174,797 174,797 68,487 CHF 70,238 CHF 99.88% 99.88%
08/05/2024 2.50% 0.39 CHF 0.40 CHF 390,000 390,000 129,064 129,064 51,426 CHF 52,719 CHF 97.39% 97.39%
07/05/2024 3.07% 0.40 CHF 0.41 CHF 395,000 395,000 169,999 169,999 64,732 CHF 66,436 CHF 58.18% 98.81%
06/05/2024 3.92% 0.22 CHF 0.26 CHF 360,000 92,000 92,000 92,000 23,000 CHF 23,920 CHF 10.18% 100.00%
03/05/2024 3.74% 0.26 CHF 0.27 CHF 365,000 365,000 149,111 149,111 39,487 CHF 40,981 CHF 99.98% 99.98%
02/05/2024 3.35% 0.29 CHF 0.30 CHF 365,000 365,000 165,598 165,598 49,524 CHF 51,183 CHF 99.99% 99.99%

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