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
23/05/2024 3.18% 0.31 CHF 0.32 CHF 300,000 300,000 298,925 298,925 93,298 CHF 96,298 CHF 99.95% 99.95%
22/05/2024 3.15% 0.31 CHF 0.32 CHF 300,000 300,000 300,000 300,000 93,858 CHF 96,858 CHF 100.00% 100.00%
21/05/2024 2.78% 0.36 CHF 0.37 CHF 300,000 300,000 299,854 299,854 106,441 CHF 109,441 CHF 99.33% 99.33%
17/05/2024 2.65% 0.38 CHF 0.39 CHF 300,000 300,000 300,000 300,000 111,825 CHF 114,825 CHF 100.00% 100.00%
16/05/2024 2.29% 0.42 CHF 0.43 CHF 300,000 300,000 299,736 299,736 129,708 CHF 132,708 CHF 100.00% 100.00%
15/05/2024 2.39% 0.43 CHF 0.44 CHF 300,000 300,000 299,325 299,325 124,251 CHF 127,251 CHF 99.84% 99.84%
14/05/2024 2.52% 0.40 CHF 0.41 CHF 300,000 300,000 299,903 299,903 117,466 CHF 120,466 CHF 99.88% 99.88%
13/05/2024 2.45% 0.39 CHF 0.40 CHF 300,000 300,000 300,000 300,000 121,020 CHF 124,020 CHF 100.00% 100.00%
10/05/2024 2.44% 0.40 CHF 0.41 CHF 300,000 300,000 300,000 300,000 121,674 CHF 124,674 CHF 100.00% 100.00%
08/05/2024 2.53% 0.39 CHF 0.40 CHF 300,000 300,000 299,988 299,988 116,888 CHF 119,888 CHF 99.17% 99.17%

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