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
15/05/2024 1.51% 0.69 CHF 0.70 CHF 100,000 100,000 94,407 94,407 61,985 CHF 62,929 CHF 100.00% 100.00%
14/05/2024 1.59% 0.65 CHF 0.66 CHF 100,000 100,000 100,000 100,000 62,495 CHF 63,495 CHF 91.75% 91.75%
13/05/2024 1.57% 0.64 CHF 0.65 CHF 100,000 100,000 99,544 99,544 63,038 CHF 64,034 CHF 100.00% 100.00%
10/05/2024 1.49% 0.63 CHF 0.64 CHF 75,000 75,000 85,657 85,657 56,755 CHF 57,611 CHF 100.00% 100.00%
08/05/2024 2.00% 0.50 CHF 0.51 CHF 100,000 100,000 109,543 109,543 53,970 CHF 55,066 CHF 100.00% 100.00%
07/05/2024 2.66% 0.44 CHF 0.45 CHF 125,000 125,000 145,102 145,102 53,827 CHF 55,278 CHF 100.00% 100.00%
06/05/2024 3.36% 0.30 CHF 0.31 CHF 175,000 175,000 182,577 182,577 53,540 CHF 55,366 CHF 100.00% 100.00%
03/05/2024 3.91% 0.24 CHF 0.25 CHF 225,000 225,000 207,986 207,986 52,147 CHF 54,227 CHF 97.87% 97.87%
02/05/2024 4.13% 0.23 CHF 0.24 CHF 225,000 225,000 220,890 220,890 52,324 CHF 54,533 CHF 100.00% 100.00%
30/04/2024 2.87% 0.27 CHF 0.28 CHF 175,000 175,000 156,889 156,889 53,827 CHF 55,396 CHF 100.00% 100.00%

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