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 1.64% 6.43 CHF 6.53 CHF 10,000 5,000 6,196 3,732 39,383 CHF 23,913 CHF 99.32% 99.32%
15/05/2024 1.50% 6.18 CHF 6.27 CHF 10,000 5,000 10,000 4,944 61,763 CHF 30,992 CHF 98.95% 98.95%
14/05/2024 1.39% 6.17 CHF 6.25 CHF 10,000 5,000 10,000 5,000 57,444 CHF 29,123 CHF 97.27% 97.27%
13/05/2024 1.50% 5.25 CHF 5.32 CHF 10,000 5,000 18,270 5,000 89,789 CHF 25,039 CHF 100.00% 100.00%
10/05/2024 1.45% 4.95 CHF 5.03 CHF 20,000 5,000 15,444 5,000 76,706 CHF 25,308 CHF 100.00% 100.00%
08/05/2024 1.44% 4.85 CHF 4.92 CHF 20,000 5,000 17,326 5,000 85,811 CHF 25,207 CHF 100.00% 100.00%
07/05/2024 1.47% 4.84 CHF 4.91 CHF 20,000 5,000 20,000 5,000 92,763 CHF 23,534 CHF 99.98% 99.98%
06/05/2024 1.35% 4.60 CHF 4.66 CHF 20,000 5,000 19,907 4,987 89,446 CHF 22,709 CHF 100.00% 100.00%
03/05/2024 2.05% 4.06 CHF 4.14 CHF 2,500 2,500 2,500 2,500 10,191 CHF 10,401 CHF 98.55% 98.55%
02/05/2024 1.83% 4.26 CHF 4.33 CHF 2,500 2,500 2,500 2,500 10,111 CHF 10,297 CHF 99.11% 99.11%

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