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 2.50% 0.40 CHF 0.41 CHF 300,000 300,000 300,000 300,000 118,421 CHF 121,421 CHF 99.53% 99.53%
15/05/2024 2.68% 0.38 CHF 0.39 CHF 300,000 300,000 300,000 300,000 110,588 CHF 113,588 CHF 99.54% 99.54%
14/05/2024 2.54% 0.38 CHF 0.39 CHF 200,000 200,000 200,000 200,000 77,650 CHF 79,650 CHF 99.56% 99.56%
13/05/2024 2.52% 0.40 CHF 0.41 CHF 200,000 200,000 200,000 200,000 78,482 CHF 80,482 CHF 99.57% 99.57%
10/05/2024 2.54% 0.39 CHF 0.40 CHF 200,000 200,000 200,000 200,000 77,680 CHF 79,680 CHF 77.17% 77.17%
08/05/2024 2.59% 0.38 CHF 0.39 CHF 300,000 300,000 300,000 300,000 114,174 CHF 117,174 CHF 98.50% 98.50%
07/05/2024 2.57% 0.38 CHF 0.39 CHF 200,000 200,000 200,000 200,000 76,983 CHF 78,983 CHF 95.92% 95.92%
06/05/2024 2.26% 0.42 CHF 0.43 CHF 200,000 200,000 200,000 200,000 87,600 CHF 89,600 CHF 99.57% 99.57%
03/05/2024 2.12% 0.47 CHF 0.48 CHF 200,000 200,000 200,000 200,000 93,563 CHF 95,563 CHF 89.30% 89.30%
02/05/2024 2.03% 0.49 CHF 0.50 CHF 200,000 200,000 200,000 200,000 97,419 CHF 99,419 CHF 97.03% 97.03%

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