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 2.78% 0.37 CHF 0.38 CHF 140,000 100,000 146,406 100,000 51,969 CHF 36,519 CHF 99.30% 99.30%
15/05/2024 3.13% 0.33 CHF 0.34 CHF 160,000 100,000 165,222 99,241 52,132 CHF 32,344 CHF 98.89% 98.89%
14/05/2024 2.91% 0.35 CHF 0.36 CHF 150,000 100,000 147,463 98,769 50,775 CHF 35,138 CHF 99.86% 99.86%
13/05/2024 3.18% 0.31 CHF 0.32 CHF 170,000 100,000 167,451 100,000 51,845 CHF 32,030 CHF 100.00% 100.00%
10/05/2024 2.96% 0.32 CHF 0.33 CHF 160,000 100,000 155,849 100,000 51,821 CHF 34,275 CHF 100.00% 100.00%
08/05/2024 3.17% 0.31 CHF 0.32 CHF 170,000 100,000 168,545 100,000 52,359 CHF 32,075 CHF 100.00% 100.00%
07/05/2024 3.38% 0.30 CHF 0.31 CHF 170,000 100,000 177,177 100,000 51,534 CHF 30,105 CHF 97.91% 97.91%
06/05/2024 3.19% 0.30 CHF 0.31 CHF 170,000 100,000 167,897 100,000 51,751 CHF 31,869 CHF 100.00% 100.00%
03/05/2024 2.77% 0.32 CHF 0.33 CHF 160,000 100,000 145,343 100,000 51,734 CHF 36,700 CHF 97.25% 97.25%
02/05/2024 3.76% 0.26 CHF 0.27 CHF 200,000 100,000 196,360 100,000 51,314 CHF 27,183 CHF 99.13% 99.13%

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