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
17/05/2024 1.97% 0.51 CHF 0.52 CHF 250,000 250,000 250,000 250,000 125,460 CHF 127,960 CHF 88.41% 88.41%
16/05/2024 2.12% 0.46 CHF 0.47 CHF 250,000 250,000 250,000 250,000 116,793 CHF 119,293 CHF 98.59% 98.59%
15/05/2024 2.43% 0.43 CHF 0.44 CHF 250,000 250,000 250,000 250,000 101,746 CHF 104,246 CHF 94.03% 94.03%
14/05/2024 2.70% 0.38 CHF 0.39 CHF 250,000 250,000 250,000 250,000 91,482 CHF 93,982 CHF 98.98% 98.98%
13/05/2024 2.71% 0.37 CHF 0.38 CHF 250,000 250,000 250,000 250,000 90,995 CHF 93,495 CHF 95.49% 95.49%
10/05/2024 2.91% 0.35 CHF 0.36 CHF 250,000 250,000 250,000 250,000 84,656 CHF 87,156 CHF 97.14% 97.14%
08/05/2024 3.62% 0.28 CHF 0.29 CHF 250,000 250,000 250,000 250,000 67,770 CHF 70,270 CHF 99.32% 99.32%
07/05/2024 4.24% 0.25 CHF 0.26 CHF 250,000 250,000 250,000 250,000 57,740 CHF 60,240 CHF 84.49% 84.49%
06/05/2024 5.01% 0.19 CHF 0.20 CHF 270,000 250,000 261,160 250,000 50,800 CHF 51,197 CHF 92.67% 92.67%
03/05/2024 5.44% 0.18 CHF 0.19 CHF 280,000 250,000 283,042 250,000 50,624 CHF 47,258 CHF 93.41% 93.41%

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