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 2.24% 0.43 CHF 0.44 CHF 120,000 100,000 119,517 100,000 52,836 CHF 45,217 CHF 99.33% 99.33%
15/05/2024 2.14% 0.44 CHF 0.45 CHF 120,000 100,000 111,363 99,241 52,233 CHF 47,570 CHF 98.94% 98.94%
14/05/2024 2.23% 0.47 CHF 0.48 CHF 110,000 100,000 118,293 100,000 52,458 CHF 45,375 CHF 100.00% 100.00%
13/05/2024 2.39% 0.47 CHF 0.48 CHF 110,000 100,000 125,640 100,000 51,981 CHF 42,619 CHF 100.00% 100.00%
10/05/2024 3.11% 0.33 CHF 0.34 CHF 160,000 100,000 164,270 100,000 51,918 CHF 32,638 CHF 100.00% 100.00%
08/05/2024 3.28% 0.30 CHF 0.31 CHF 170,000 100,000 172,576 100,000 51,791 CHF 31,033 CHF 100.00% 100.00%
07/05/2024 2.87% 0.33 CHF 0.34 CHF 160,000 100,000 150,637 100,000 51,733 CHF 35,415 CHF 95.30% 95.30%
06/05/2024 2.69% 0.38 CHF 0.39 CHF 140,000 100,000 141,466 100,000 51,803 CHF 37,679 CHF 100.00% 100.00%
03/05/2024 2.72% 0.36 CHF 0.37 CHF 140,000 100,000 141,173 100,000 51,179 CHF 37,272 CHF 98.61% 98.61%
02/05/2024 2.47% 0.40 CHF 0.41 CHF 130,000 100,000 130,494 100,000 52,136 CHF 40,961 CHF 99.13% 99.13%

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