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 2.88% 0.33 CHF 0.34 CHF 300,000 300,000 299,735 299,735 102,930 CHF 105,930 CHF 100.00% 100.00%
15/05/2024 3.04% 0.34 CHF 0.35 CHF 300,000 300,000 299,330 299,330 97,521 CHF 100,521 CHF 99.84% 99.84%
14/05/2024 3.26% 0.31 CHF 0.32 CHF 300,000 300,000 299,908 299,908 90,618 CHF 93,618 CHF 99.88% 99.88%
13/05/2024 3.14% 0.31 CHF 0.32 CHF 300,000 300,000 300,000 300,000 94,188 CHF 97,188 CHF 100.00% 100.00%
10/05/2024 3.12% 0.31 CHF 0.32 CHF 300,000 300,000 300,000 300,000 94,674 CHF 97,674 CHF 100.00% 100.00%
08/05/2024 3.27% 0.30 CHF 0.31 CHF 300,000 300,000 299,993 299,993 90,162 CHF 93,162 CHF 99.17% 99.17%
07/05/2024 3.11% 0.32 CHF 0.33 CHF 300,000 300,000 299,714 299,714 95,240 CHF 98,240 CHF 99.81% 99.81%
06/05/2024 2.89% 0.33 CHF 0.34 CHF 300,000 300,000 300,000 300,000 102,407 CHF 105,407 CHF 100.00% 100.00%
03/05/2024 2.97% 0.35 CHF 0.36 CHF 300,000 300,000 300,000 300,000 99,654 CHF 102,654 CHF 98.77% 98.77%
02/05/2024 3.59% 0.27 CHF 0.28 CHF 300,000 300,000 300,000 300,000 82,213 CHF 85,213 CHF 100.00% 100.00%

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