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 2.99% 0.31 CHF 0.32 CHF 170,000 100,000 157,352 100,000 51,877 CHF 33,996 CHF 99.28% 99.28%
15/05/2024 2.80% 0.33 CHF 0.34 CHF 160,000 100,000 145,055 99,241 51,671 CHF 36,393 CHF 98.94% 98.94%
14/05/2024 2.98% 0.36 CHF 0.37 CHF 140,000 100,000 156,583 100,000 51,701 CHF 34,058 CHF 100.00% 100.00%
13/05/2024 3.26% 0.36 CHF 0.37 CHF 140,000 100,000 171,090 100,000 51,608 CHF 31,473 CHF 100.00% 100.00%
10/05/2024 4.81% 0.22 CHF 0.23 CHF 208,459 100,000 209,623 100,000 42,610 CHF 21,331 CHF 100.00% 100.00%
08/05/2024 5.19% 0.18 CHF 0.19 CHF 209,143 100,000 208,833 100,000 39,267 CHF 19,806 CHF 100.00% 100.00%
07/05/2024 4.23% 0.22 CHF 0.23 CHF 205,719 100,000 203,623 100,000 47,314 CHF 24,249 CHF 93.05% 93.05%
06/05/2024 3.88% 0.27 CHF 0.28 CHF 190,000 100,000 198,006 100,000 50,121 CHF 26,348 CHF 89.40% 89.40%
03/05/2024 3.86% 0.25 CHF 0.26 CHF 202,823 100,000 198,791 100,000 50,549 CHF 26,447 CHF 58.01% 58.01%
02/05/2024 3.42% 0.28 CHF 0.29 CHF 180,000 100,000 178,756 100,000 51,443 CHF 29,804 CHF 99.13% 99.13%

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