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 1.77% 0.56 CHF 0.57 CHF 210,000 210,000 209,063 209,063 117,570 CHF 119,662 CHF 100.00% 100.00%
15/05/2024 1.70% 0.57 CHF 0.58 CHF 210,000 210,000 208,652 208,652 122,550 CHF 124,642 CHF 100.00% 100.00%
14/05/2024 1.69% 0.60 CHF 0.61 CHF 210,000 210,000 209,310 209,310 123,034 CHF 125,128 CHF 100.00% 100.00%
13/05/2024 1.89% 0.54 CHF 0.55 CHF 215,000 215,000 214,189 214,189 112,569 CHF 114,711 CHF 100.00% 100.00%
10/05/2024 1.97% 0.49 CHF 0.50 CHF 220,000 220,000 217,861 217,861 109,280 CHF 111,459 CHF 100.00% 100.00%
08/05/2024 2.00% 0.50 CHF 0.51 CHF 220,000 220,000 219,045 219,045 108,423 CHF 110,614 CHF 99.06% 99.06%
07/05/2024 1.93% 0.52 CHF 0.53 CHF 215,000 215,000 214,346 214,346 110,421 CHF 112,565 CHF 97.92% 97.92%
06/05/2024 1.98% 0.50 CHF 0.51 CHF 220,000 220,000 218,858 218,858 109,506 CHF 111,695 CHF 100.00% 100.00%
03/05/2024 2.07% 0.48 CHF 0.49 CHF 220,000 220,000 219,538 219,538 104,891 CHF 107,087 CHF 99.99% 99.99%
02/05/2024 2.15% 0.47 CHF 0.48 CHF 220,000 220,000 221,361 221,361 102,016 CHF 104,230 CHF 100.00% 100.00%

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