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 4.27% 0.23 CHF 0.24 CHF 220,000 100,000 220,266 100,000 50,538 CHF 23,971 CHF 72.96% 72.96%
22/05/2024 4.00% 0.24 CHF 0.25 CHF 210,000 100,000 207,080 100,000 50,801 CHF 25,661 CHF 76.47% 76.47%
21/05/2024 3.39% 0.34 CHF 0.35 CHF 150,000 100,000 124,430 86,193 42,352 CHF 30,418 CHF 99.98% 99.98%
17/05/2024 3.75% 0.40 CHF 0.41 CHF 50,000 50,000 50,000 50,000 19,968 CHF 20,731 CHF 100.00% 100.00%
16/05/2024 3.40% 0.30 CHF 0.31 CHF 170,000 100,000 178,080 100,000 51,527 CHF 29,951 CHF 99.30% 99.30%
15/05/2024 3.93% 0.26 CHF 0.27 CHF 200,000 100,000 204,610 99,241 51,034 CHF 25,784 CHF 98.89% 98.89%
14/05/2024 3.57% 0.28 CHF 0.29 CHF 180,000 100,000 181,387 98,769 50,369 CHF 28,576 CHF 99.86% 99.86%
13/05/2024 4.03% 0.24 CHF 0.25 CHF 210,000 100,000 208,640 100,000 50,796 CHF 25,423 CHF 100.00% 100.00%
10/05/2024 3.68% 0.25 CHF 0.26 CHF 200,000 100,000 191,722 100,000 51,176 CHF 27,722 CHF 100.00% 100.00%
08/05/2024 3.99% 0.25 CHF 0.26 CHF 200,000 100,000 204,422 100,000 50,222 CHF 25,583 CHF 100.00% 100.00%

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