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 3.63% 0.28 CHF 0.29 CHF 210,000 210,000 209,064 209,064 56,627 CHF 58,720 CHF 100.00% 100.00%
15/05/2024 4.02% 0.26 CHF 0.27 CHF 210,000 210,000 208,641 208,641 51,234 CHF 53,326 CHF 100.00% 100.00%
14/05/2024 4.01% 0.24 CHF 0.25 CHF 210,000 210,000 209,311 209,311 51,419 CHF 53,512 CHF 99.97% 99.97%
13/05/2024 3.22% 0.30 CHF 0.31 CHF 215,000 215,000 214,190 214,190 65,443 CHF 67,585 CHF 100.00% 100.00%
10/05/2024 2.99% 0.34 CHF 0.35 CHF 220,000 220,000 217,860 217,860 71,811 CHF 73,989 CHF 100.00% 100.00%
08/05/2024 2.93% 0.33 CHF 0.34 CHF 220,000 220,000 219,043 219,043 73,665 CHF 75,856 CHF 99.06% 99.06%
07/05/2024 3.12% 0.31 CHF 0.32 CHF 215,000 215,000 214,350 214,350 67,812 CHF 69,956 CHF 97.92% 97.92%
06/05/2024 2.99% 0.33 CHF 0.34 CHF 220,000 220,000 218,858 218,858 72,276 CHF 74,464 CHF 100.00% 100.00%
03/05/2024 2.80% 0.35 CHF 0.36 CHF 220,000 220,000 219,539 219,539 77,427 CHF 79,622 CHF 99.98% 99.98%
02/05/2024 2.65% 0.37 CHF 0.38 CHF 220,000 220,000 221,363 221,363 82,354 CHF 84,568 CHF 100.00% 100.00%

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