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
15/05/2024 2.22% 0.48 CHF 0.49 CHF 1,000,000 1,000,000 997,752 997,752 447,327 CHF 457,327 CHF 99.99% 99.99%
14/05/2024 2.54% 0.42 CHF 0.43 CHF 1,000,000 1,000,000 999,749 999,749 390,000 CHF 400,000 CHF 100.00% 100.00%
13/05/2024 2.60% 0.39 CHF 0.40 CHF 1,000,000 1,000,000 1,000,000 1,000,000 379,556 CHF 389,556 CHF 100.00% 100.00%
10/05/2024 2.67% 0.35 CHF 0.36 CHF 1,000,000 1,000,000 1,000,000 1,000,000 369,762 CHF 379,762 CHF 100.00% 100.00%
08/05/2024 2.96% 0.34 CHF 0.35 CHF 1,000,000 1,000,000 999,959 999,959 332,906 CHF 342,906 CHF 99.51% 99.51%
07/05/2024 2.55% 0.39 CHF 0.40 CHF 1,000,000 1,000,000 998,803 998,803 388,371 CHF 398,371 CHF 99.94% 99.94%
06/05/2024 2.35% 0.41 CHF 0.42 CHF 1,000,000 1,000,000 1,000,000 1,000,000 420,184 CHF 430,184 CHF 100.00% 100.00%
03/05/2024 2.43% 0.40 CHF 0.41 CHF 1,000,000 1,000,000 1,000,000 1,000,000 407,404 CHF 417,404 CHF 99.98% 99.98%
02/05/2024 2.71% 0.35 CHF 0.36 CHF 1,000,000 1,000,000 1,000,000 1,000,000 365,049 CHF 375,049 CHF 99.99% 99.99%
30/04/2024 2.54% 0.38 CHF 0.39 CHF 1,000,000 1,000,000 999,570 999,570 389,257 CHF 399,257 CHF 100.00% 100.00%

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