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
23/05/2024 1.31% 0.75 CHF 0.76 CHF 750,000 200,000 750,000 200,000 567,629 CHF 153,368 CHF 99.34% 99.34%
22/05/2024 1.33% 0.74 CHF 0.75 CHF 750,000 200,000 750,000 200,000 559,446 CHF 151,186 CHF 99.36% 99.36%
21/05/2024 1.50% 0.67 CHF 0.68 CHF 750,000 200,000 750,000 200,000 496,681 CHF 134,448 CHF 99.24% 99.24%
17/05/2024 1.55% 0.64 CHF 0.65 CHF 750,000 200,000 750,000 200,000 480,300 CHF 130,080 CHF 99.37% 99.37%
16/05/2024 1.45% 0.68 CHF 0.69 CHF 750,000 200,000 750,000 200,000 512,810 CHF 138,749 CHF 98.49% 98.49%
15/05/2024 1.51% 0.67 CHF 0.68 CHF 750,000 200,000 750,000 200,000 494,749 CHF 133,933 CHF 98.32% 98.32%
14/05/2024 1.50% 0.65 CHF 0.66 CHF 750,000 200,000 750,000 200,000 498,151 CHF 134,840 CHF 99.37% 99.37%
13/05/2024 2.24% 0.44 CHF 0.45 CHF 750,000 200,000 750,011 200,000 331,401 CHF 90,372 CHF 98.93% 98.93%
10/05/2024 2.38% 0.42 CHF 0.43 CHF 750,000 200,000 750,000 200,000 311,803 CHF 85,147 CHF 99.37% 99.37%
08/05/2024 2.42% 0.40 CHF 0.41 CHF 750,000 200,000 750,000 200,000 306,447 CHF 83,719 CHF 99.37% 99.37%

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