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 3.83% 0.26 CHF 0.27 CHF 110,000 110,000 109,916 109,916 28,197 CHF 29,297 CHF 99.75% 99.75%
15/05/2024 4.30% 0.24 CHF 0.25 CHF 110,000 110,000 109,746 109,746 25,147 CHF 26,247 CHF 100.00% 100.00%
14/05/2024 3.96% 0.25 CHF 0.26 CHF 110,000 110,000 109,978 109,978 27,292 CHF 28,392 CHF 100.00% 100.00%
13/05/2024 2.91% 0.36 CHF 0.37 CHF 120,000 120,000 119,892 119,892 40,596 CHF 41,795 CHF 100.00% 100.00%
10/05/2024 2.52% 0.39 CHF 0.40 CHF 120,000 120,000 120,000 120,000 47,013 CHF 48,213 CHF 100.00% 100.00%
08/05/2024 2.07% 0.48 CHF 0.49 CHF 120,000 120,000 119,977 119,977 57,504 CHF 58,704 CHF 99.08% 99.08%
07/05/2024 1.97% 0.49 CHF 0.50 CHF 120,000 120,000 121,793 121,793 61,445 CHF 62,664 CHF 99.94% 99.94%
06/05/2024 1.81% 0.54 CHF 0.55 CHF 130,000 130,000 130,000 130,000 71,138 CHF 72,438 CHF 100.00% 100.00%
03/05/2024 2.44% 0.51 CHF 0.52 CHF 130,000 130,000 122,706 122,706 54,738 CHF 55,965 CHF 99.05% 99.05%
02/05/2024 2.50% 0.40 CHF 0.41 CHF 120,000 120,000 120,000 120,000 47,493 CHF 48,693 CHF 100.00% 100.00%

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