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 2.55% 0.37 CHF 0.38 CHF 140,000 100,000 133,940 100,000 51,758 CHF 39,673 CHF 99.33% 99.33%
15/05/2024 2.41% 0.38 CHF 0.39 CHF 140,000 100,000 125,411 99,241 51,591 CHF 41,869 CHF 98.94% 98.94%
14/05/2024 2.56% 0.41 CHF 0.42 CHF 130,000 100,000 135,810 100,000 52,415 CHF 39,629 CHF 100.00% 100.00%
13/05/2024 2.77% 0.41 CHF 0.42 CHF 130,000 100,000 144,976 100,000 51,695 CHF 36,930 CHF 100.00% 100.00%
10/05/2024 3.78% 0.27 CHF 0.28 CHF 190,000 100,000 197,453 100,000 51,258 CHF 26,987 CHF 96.92% 96.92%
08/05/2024 4.04% 0.24 CHF 0.25 CHF 209,432 100,000 205,313 100,000 49,785 CHF 25,268 CHF 87.06% 87.06%
07/05/2024 3.43% 0.28 CHF 0.29 CHF 180,000 100,000 179,042 100,000 51,360 CHF 29,744 CHF 94.40% 94.40%
06/05/2024 3.18% 0.32 CHF 0.33 CHF 160,000 100,000 168,094 100,000 52,003 CHF 32,000 CHF 100.00% 100.00%
03/05/2024 3.22% 0.31 CHF 0.32 CHF 170,000 100,000 169,073 100,000 51,619 CHF 31,558 CHF 98.62% 98.62%
02/05/2024 2.88% 0.34 CHF 0.35 CHF 150,000 100,000 151,488 100,000 51,905 CHF 35,279 CHF 99.13% 99.13%

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