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 1.77% 0.56 CHF 0.57 CHF 600,000 200,000 600,000 200,000 336,914 CHF 114,305 CHF 99.11% 99.11%
15/05/2024 1.62% 0.60 CHF 0.61 CHF 600,000 200,000 600,000 200,000 367,720 CHF 124,573 CHF 99.14% 99.14%
14/05/2024 1.73% 0.60 CHF 0.61 CHF 600,000 200,000 600,000 200,000 344,741 CHF 116,914 CHF 99.18% 99.18%
13/05/2024 1.75% 0.56 CHF 0.57 CHF 600,000 200,000 600,000 200,000 339,711 CHF 115,237 CHF 95.20% 95.20%
10/05/2024 1.73% 0.56 CHF 0.57 CHF 600,000 200,000 600,000 200,000 343,072 CHF 116,357 CHF 99.11% 99.11%
08/05/2024 1.68% 0.58 CHF 0.59 CHF 600,000 200,000 600,000 200,000 353,624 CHF 119,875 CHF 99.18% 99.18%
07/05/2024 1.71% 0.59 CHF 0.60 CHF 600,000 200,000 600,000 200,000 348,537 CHF 118,179 CHF 99.11% 99.11%
06/05/2024 2.03% 0.52 CHF 0.53 CHF 600,000 200,000 600,000 200,000 293,784 CHF 99,928 CHF 99.22% 99.22%
03/05/2024 2.24% 0.44 CHF 0.45 CHF 600,000 200,000 600,000 200,000 265,269 CHF 90,423 CHF 99.00% 99.00%
02/05/2024 2.36% 0.42 CHF 0.43 CHF 600,000 200,000 600,000 200,000 251,747 CHF 85,916 CHF 99.12% 99.12%

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