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 2.48% 0.38 CHF 0.39 CHF 140,000 100,000 130,541 100,000 51,890 CHF 40,770 CHF 99.28% 99.28%
15/05/2024 2.35% 0.39 CHF 0.40 CHF 130,000 100,000 122,789 99,241 51,857 CHF 42,933 CHF 98.94% 98.94%
14/05/2024 2.49% 0.43 CHF 0.44 CHF 120,000 100,000 129,785 100,000 51,451 CHF 40,672 CHF 100.00% 100.00%
13/05/2024 2.68% 0.42 CHF 0.43 CHF 120,000 100,000 140,869 100,000 51,875 CHF 38,100 CHF 100.00% 100.00%
10/05/2024 3.65% 0.28 CHF 0.29 CHF 180,000 100,000 189,334 100,000 50,986 CHF 27,971 CHF 100.00% 100.00%
08/05/2024 3.85% 0.25 CHF 0.26 CHF 200,000 100,000 200,457 100,000 51,097 CHF 26,509 CHF 89.32% 89.32%
07/05/2024 3.31% 0.29 CHF 0.30 CHF 180,000 100,000 174,539 100,000 51,819 CHF 30,746 CHF 96.41% 96.41%
06/05/2024 3.07% 0.34 CHF 0.35 CHF 150,000 100,000 161,299 100,000 51,658 CHF 33,103 CHF 100.00% 100.00%
03/05/2024 3.12% 0.32 CHF 0.33 CHF 160,000 100,000 165,347 100,000 52,130 CHF 32,558 CHF 98.61% 98.61%
02/05/2024 2.79% 0.35 CHF 0.36 CHF 150,000 100,000 145,436 100,000 51,336 CHF 36,328 CHF 99.13% 99.13%

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