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 0.30% 5.24 CHF 5.25 CHF 300,000 100,000 300,000 100,000 1,501,970 CHF 502,157 CHF 99.20% 99.20%
15/05/2024 0.32% 4.85 CHF 4.86 CHF 300,000 100,000 300,000 100,000 1,404,680 CHF 469,727 CHF 99.16% 99.16%
14/05/2024 0.33% 4.59 CHF 4.61 CHF 300,000 100,000 300,000 100,000 1,356,410 CHF 453,635 CHF 99.21% 99.21%
13/05/2024 0.33% 4.64 CHF 4.66 CHF 300,000 100,000 300,000 100,000 1,378,470 CHF 460,991 CHF 98.36% 98.36%
10/05/2024 0.32% 4.58 CHF 4.60 CHF 300,000 100,000 300,000 100,000 1,397,810 CHF 467,435 CHF 99.21% 99.21%
08/05/2024 0.32% 4.65 CHF 4.67 CHF 300,000 100,000 300,000 100,000 1,407,400 CHF 470,632 CHF 99.21% 99.21%
07/05/2024 0.32% 4.81 CHF 4.83 CHF 300,000 100,000 300,000 100,000 1,422,260 CHF 475,587 CHF 99.23% 99.23%
06/05/2024 0.32% 4.74 CHF 4.76 CHF 300,000 100,000 300,000 100,000 1,400,580 CHF 468,361 CHF 99.21% 99.21%
03/05/2024 0.34% 4.39 CHF 4.41 CHF 300,000 100,000 300,000 100,000 1,307,550 CHF 437,349 CHF 99.05% 99.05%
02/05/2024 0.35% 4.29 CHF 4.31 CHF 300,000 100,000 300,000 100,000 1,294,450 CHF 432,984 CHF 99.18% 99.18%

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