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
17/05/2024 1.78% 1.14 CHF 1.16 CHF 200,000 200,000 200,000 200,000 222,224 CHF 226,224 CHF 88.01% 88.01%
16/05/2024 1.70% 0.97 CHF 0.98 CHF 200,000 200,000 200,000 200,000 196,616 CHF 200,012 CHF 98.28% 98.28%
15/05/2024 1.25% 0.90 CHF 0.91 CHF 200,000 200,000 200,000 200,000 159,791 CHF 161,791 CHF 94.34% 94.34%
14/05/2024 1.50% 0.72 CHF 0.73 CHF 200,000 200,000 200,000 200,000 132,388 CHF 134,388 CHF 98.98% 98.98%
13/05/2024 1.49% 0.67 CHF 0.68 CHF 200,000 200,000 200,000 200,000 132,883 CHF 134,883 CHF 95.21% 95.21%
10/05/2024 1.66% 0.63 CHF 0.64 CHF 200,000 200,000 200,000 200,000 120,059 CHF 122,059 CHF 97.11% 97.11%
08/05/2024 2.44% 0.42 CHF 0.43 CHF 200,000 200,000 200,000 200,000 81,044 CHF 83,044 CHF 99.32% 99.32%
07/05/2024 3.32% 0.35 CHF 0.36 CHF 200,000 200,000 200,000 200,000 59,536 CHF 61,536 CHF 84.48% 84.48%
06/05/2024 4.79% 0.19 CHF 0.20 CHF 270,000 200,000 248,904 200,000 50,706 CHF 43,002 CHF 92.67% 92.67%
03/05/2024 5.88% 0.16 CHF 0.17 CHF 320,000 200,000 309,352 200,000 51,072 CHF 35,142 CHF 93.08% 93.08%

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