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 3.19% 0.29 CHF 0.30 CHF 180,000 100,000 167,902 100,000 51,876 CHF 31,926 CHF 99.28% 99.28%
15/05/2024 2.96% 0.31 CHF 0.32 CHF 170,000 100,000 154,895 99,241 51,936 CHF 34,315 CHF 98.94% 98.94%
14/05/2024 3.18% 0.34 CHF 0.35 CHF 150,000 100,000 166,910 100,000 51,658 CHF 31,985 CHF 100.00% 100.00%
13/05/2024 3.44% 0.34 CHF 0.35 CHF 150,000 100,000 178,153 100,000 51,020 CHF 29,890 CHF 84.27% 84.27%
10/05/2024 5.33% 0.20 CHF 0.21 CHF 208,459 100,000 209,623 100,000 38,418 CHF 19,331 CHF 100.00% 100.00%
08/05/2024 5.87% 0.16 CHF 0.17 CHF 208,854 100,000 208,839 100,000 34,605 CHF 17,573 CHF 100.00% 100.00%
07/05/2024 4.62% 0.20 CHF 0.21 CHF 205,510 100,000 204,244 100,000 43,365 CHF 22,240 CHF 95.67% 95.67%
06/05/2024 4.25% 0.25 CHF 0.26 CHF 200,000 100,000 201,828 100,000 46,675 CHF 24,135 CHF 92.17% 92.17%
03/05/2024 4.31% 0.23 CHF 0.24 CHF 202,619 100,000 202,652 100,000 46,049 CHF 23,727 CHF 87.22% 87.22%
02/05/2024 3.66% 0.26 CHF 0.27 CHF 200,000 100,000 191,065 100,000 51,248 CHF 27,851 CHF 87.57% 87.57%

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