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 3.30% 0.29 CHF 0.30 CHF 750,000 250,000 750,000 250,000 223,823 CHF 77,108 CHF 98.49% 98.49%
15/05/2024 3.05% 0.33 CHF 0.34 CHF 750,000 250,000 750,000 250,000 242,131 CHF 83,210 CHF 98.31% 98.31%
14/05/2024 2.85% 0.34 CHF 0.35 CHF 750,000 250,000 750,000 250,000 259,593 CHF 89,031 CHF 99.37% 99.37%
13/05/2024 3.43% 0.30 CHF 0.31 CHF 750,000 250,000 750,000 250,000 215,208 CHF 74,236 CHF 98.93% 98.93%
10/05/2024 3.72% 0.27 CHF 0.28 CHF 750,000 250,000 750,000 250,000 197,892 CHF 68,464 CHF 99.37% 99.37%
08/05/2024 3.45% 0.26 CHF 0.27 CHF 750,000 250,000 750,000 250,000 214,851 CHF 74,117 CHF 99.36% 99.36%
07/05/2024 3.26% 0.32 CHF 0.33 CHF 750,000 250,000 750,000 250,000 226,399 CHF 77,966 CHF 94.71% 94.71%
06/05/2024 3.29% 0.28 CHF 0.29 CHF 750,000 250,000 750,000 250,000 224,226 CHF 77,242 CHF 99.36% 99.36%
03/05/2024 3.04% 0.30 CHF 0.31 CHF 750,000 250,000 750,000 250,000 243,457 CHF 83,652 CHF 99.36% 99.36%
02/05/2024 2.88% 0.32 CHF 0.33 CHF 750,000 250,000 750,000 250,000 257,025 CHF 88,175 CHF 99.37% 99.37%

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