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 2.88% 0.33 CHF 0.34 CHF 160,000 100,000 152,189 100,000 52,031 CHF 35,217 CHF 99.33% 99.33%
15/05/2024 2.70% 0.34 CHF 0.35 CHF 150,000 100,000 140,092 99,241 51,898 CHF 37,793 CHF 98.94% 98.94%
14/05/2024 2.86% 0.37 CHF 0.38 CHF 140,000 100,000 149,444 100,000 51,512 CHF 35,505 CHF 100.00% 100.00%
13/05/2024 3.14% 0.37 CHF 0.38 CHF 140,000 100,000 164,929 100,000 51,631 CHF 32,619 CHF 100.00% 100.00%
10/05/2024 4.53% 0.23 CHF 0.24 CHF 208,789 100,000 209,661 100,000 45,358 CHF 22,638 CHF 100.00% 100.00%
08/05/2024 4.88% 0.20 CHF 0.21 CHF 209,120 100,000 208,747 100,000 41,813 CHF 21,033 CHF 100.00% 100.00%
07/05/2024 4.02% 0.24 CHF 0.25 CHF 205,067 100,000 201,966 100,000 49,446 CHF 25,501 CHF 86.03% 86.03%
06/05/2024 3.67% 0.28 CHF 0.29 CHF 180,000 100,000 190,400 100,000 50,932 CHF 27,814 CHF 93.51% 93.51%
03/05/2024 3.72% 0.26 CHF 0.27 CHF 200,000 100,000 195,336 100,000 51,491 CHF 27,393 CHF 95.18% 95.18%
02/05/2024 3.28% 0.30 CHF 0.31 CHF 170,000 100,000 172,669 100,000 51,829 CHF 31,035 CHF 99.13% 99.13%

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