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 2.90% 0.67 CHF 0.69 CHF 80,000 75,000 78,852 75,000 55,320 CHF 54,187 CHF 98.70% 98.70%
15/05/2024 2.25% 0.74 CHF 0.76 CHF 75,000 75,000 82,808 74,208 54,462 CHF 50,181 CHF 94.94% 94.94%
14/05/2024 4.03% 0.46 CHF 0.48 CHF 37,500 37,500 37,500 37,500 18,718 CHF 19,483 CHF 95.39% 95.39%
13/05/2024 1.73% 0.60 CHF 0.61 CHF 90,000 75,000 89,327 75,000 54,609 CHF 46,664 CHF 95.94% 95.94%
10/05/2024 1.48% 0.67 CHF 0.68 CHF 80,000 75,000 79,368 75,000 55,924 CHF 53,643 CHF 80.91% 80.91%
08/05/2024 1.51% 0.63 CHF 0.64 CHF 80,000 75,000 80,000 75,000 53,279 CHF 50,708 CHF 58.66% 58.66%
07/05/2024 1.87% 0.63 CHF 0.64 CHF 80,000 75,000 84,755 71,635 51,635 CHF 44,449 CHF 98.23% 98.23%
06/05/2024 1.67% 0.59 CHF 0.60 CHF 90,000 75,000 86,176 75,000 53,330 CHF 47,244 CHF 97.27% 97.27%
03/05/2024 1.63% 0.63 CHF 0.64 CHF 80,000 75,000 86,476 75,000 53,714 CHF 47,405 CHF 95.81% 95.81%
02/05/2024 1.70% 0.56 CHF 0.57 CHF 90,000 75,000 90,463 75,000 54,004 CHF 45,584 CHF 98.88% 98.88%

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